All courses take place at LUISS Guido Carli Campus, at viale Romania 32, Rome.

International Finance

Markets for spot exchange, currency forwards, options, swaps, international bonds, and international equities. Managing exposure to exchange rates and country risk, financing in international capital markets, international capital budgeting in the presence of multiple currencies, international tax regulations, and sovereign risk.

Asset Pricing

Introduction and stylised data. Utility based asset pricing. Contingent claims. Portfolio theory and practice. Equilibrium in capital markets. Applied portfolio management.

Quantitative Methods for Finance

An introduction to the mathematical methods used in finance with particular emphasis on the tools used for estimation and testing of financial models.

Advanced Corporate Finance

Advanced capital budgeting techniques(e.g., real options), portfolio theory and the CAPM as a tool to measure the cost of capital of various types of businesses, mergers & acquisitions (M&A), initial public offerings, debt policy and optimal capital structure design in the presence of corporate taxation with its effects on acquisition techniques (e.g., leveraged buyouts), dividend policy, and the valuation of complex financial securities or clauses recurrently used in the M&A context (e.g., corporate bonds, options).

Asset Management

International and local regulatory framework. Capital market theory and asset pricing. Security analysis and valuation. Asset management products and fund administration. Risk management practices.

International Financial Economics

The course presents the most relevant theoretical foundations of monetary economics, business cycles and monetary policy, both in closed and open economy. During the course we will mainly use dynamic models, in continuous or discrete time. We analyse how financial shocks transmit to the real economy and if they affect monetary policy. The latter topic has become a relevant issue after the global financial crisis and the European debt crisis.

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