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MASSIMO GUIDOLIN

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Announcements

- 20263 - ADVANCED TOOLS FOR RISK MANAGEMENT AND ASSET PRICING (CORRELATION AND DEPENDENCE MODELLING)
   A.Y. 2014/2015 - Class: 31
   A.Y. 2015/2016 - Class: 31
- 20541 - ADVANCED QUANTITATIVE METHODS FOR ASSET PRICING AND STRUCTURING
   A.Y. 2016/2017 - Class: 31
   A.Y. 2017/2018 - Class: 31
   A.Y. 2018/2019 - Class: 31

June 5, The project presentations and oral portions of the exam will take place on June 6, Meeting Room 2.e4.sr03 in Roetgen, at 16.30.

May 5, As for the project (on structured products) graded by Prof. Pedio, the code should be sent via email to prof. Pedio by May 10 (11:59 PM). Any work that is received past the deadline will be penalized as follows: 

_ any work sent past the deadline, but within the next 24 hours will receive a penalty of -0.5 points

_ any further delay will be penalized by subtracting 0.1 points for any additional hour of delay

May 4, 2019: A template to prepare the discussion of the project (on structured products) graded by Prof. Pedio is here.

March 20, 2019: In case you select the first project track, you are supposed to let Prof. Pedio know about the composition of your group by April 4, 2019, by sending her an e-mail; you will then receive appropriate guidelines.

March 14, 2019: Sample instructions concerning the project on structured products pricing and use in portfolio choice is here. Sample Matlab codes are here and linked in the course materials.

Last update 05/06/2019