{"id":471,"date":"2016-02-08T16:24:21","date_gmt":"2016-02-08T15:24:21","guid":{"rendered":"\/silviamuzzioli\/?page_id=471"},"modified":"2016-02-08T16:24:21","modified_gmt":"2016-02-08T15:24:21","slug":"financial-models-applications","status":"publish","type":"page","link":"https:\/\/morespace.economia.unimore.it\/silviamuzzioli\/financial-models-applications\/","title":{"rendered":"FAME 15-16"},"content":{"rendered":"

 
\nA.Y. 2015-2016
\nCOURSE PRESENTATION: course presentation<\/a>
\nCOURSE SYLLABUS:\u00a0\u00a0 financial models applications SYLLABUS<\/a>
\n <\/p>\n

slides:<\/h4>\n

DATASTREAM:\u00a0\u00a0 SlidesDS2016<\/a>
\nMACROS, DATA TABLES, MATRICES: Macro<\/a>
\nFINANCIAL FUNCTIONS: financial functions<\/a>
\nBONDS: bonds<\/a>
\nPORTFOLIO THEORY: Portfolio theory<\/a>
\nLINEAR REGRESSION: Linear regression<\/a>
\nOPTIONS: options2016<\/a>\u00a0\u00a0\u00a0 The lognormal distribution<\/a>
\n <\/p>\n

RECORDINGS:<\/h4>\n

lesson1<\/a>
\nlesson2<\/a>\u00a0\u00a0\u00a0\u00a0 Datastream file: lesson1<\/a>
\nlesson3<\/a>
\nlesson 4\u00a0\u00a0<\/a>
\nlesson 5<\/a>
\nlesson 6<\/a>\u00a0 \u00a0 \u00a0appli 03032016<\/a>
\nlesson 7\u00a0\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 <\/a>lez appli 07032016<\/a>
\nlesson 8\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 appli 08032016<\/a>
\nlesson 9<\/a>\u00a0 \u00a0 \u00a0appli 10032016<\/a>
\nlesson 10<\/a>\u00a0 \u00a0 \u00a0 \u00a0appli 14032016<\/a>\u00a0 \u00a0 \u00a0\u00a0fm3_chapter25 14032016<\/a>
\nlesson 11<\/a>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 \u00a0\u00a0 appli 15032016<\/a>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 fm3_chapter25 14032016<\/a>\u00a0\u00a0\u00a0 fm3_chapter26<\/a>
\nlesson 12<\/a>\u00a0\u00a0\u00a0 appli 31032016<\/a>\u00a0\u00a0\u00a0\u00a0\u00a0 fm3_chapter26new31032016<\/a>
\nduration and convexity31032016<\/a>
\nlesson 13<\/a>\u00a0\u00a0\u00a0 appli 04042016<\/a>\u00a0\u00a0\u00a0\u00a0 fm3_chapter31<\/a>
\nlesson 14<\/a>\u00a0\u00a0\u00a0\u00a0 appli 05042016<\/a>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Copy of fm3_chapter08 04042016<\/a>
\nlesson 15<\/a>\u00a0\u00a0 appli 07042016<\/a>\u00a0\u00a0 \u00a0\u00a0\u00a0 Copy of example-var-cov 07042016<\/a> Copy of fm3_chapter08 04042016<\/a>
\nlesson 16<\/a>\u00a0\u00a0 appli 11042016<\/a>\u00a0\u00a0\u00a0 fm3_chapter11<\/a>
\nlesson 17\u00a0<\/a>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 appli 12042016\u00a0 <\/a>
\nfm3_chapter33-1\u00a0<\/a>
\nlesson 18\u00a0\u00a0\u00a0 <\/a>\u00a0\u00a0\u00a0 fm3_chapter11\u00a0\u00a0 <\/a>\u00a0 fm3_chapter15 18042016<\/a>
\nlesson 19\u00a0<\/a> \u00a0 \u00a0 \u00a0 \u00a0 appli 18042016<\/a>\u00a0 fm3_chapter17 modified<\/a>\u00a0\u00a0\u00a0\u00a0\u00a0 fm3_chapter15<\/a>
\nlesson 20\u00a0 <\/a>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 fm3_chapter17-modified<\/a>
\n\u00a0 lesson 21\u00a0<\/a>\u00a0\u00a0 \u00a0 \u00a0 \u00a0 \u00a0fm3_chapter18a<\/a>\u00a0\u00a0\u00a0\u00a0 fm3_chapter19<\/a>\u00a0\u00a0\u00a0\u00a0 \u00a0 \u00a0 \u00a0\u00a0 appli 20042016\u00a0\u00a0\u00a0\u00a0\u00a0 <\/a>
\n 
\n 
\n 
\n <\/p>\n

excel files:<\/h4>\n

lesson29022016\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0<\/a>
\n\u00a0\u00a0 <\/a>sorting<\/a>
\nlesson 5 appli 01032016<\/a>
\nlesson 6
\nduration and convexity<\/a>
\nexample var-cov<\/a>
\n <\/p>\n

<\/h4>\n

 <\/p>\n

Homework:<\/h4>\n

Homework<\/a><\/p>\n

<\/h4>\n

Exercises:<\/h4>\n

Exercises 1<\/a>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Lesson 21 03<\/a>
\nExercises 2<\/a>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 \u00a0lesson 22 03<\/a>
\nclass 2804<\/a>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 lesson 280416<\/a>\u00a0\u00a0\u00a0 solution 2804<\/a>
\nclass 2904<\/a>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 lesson 290416<\/a>\u00a0\u00a0 solution 2904<\/a>
\nclass 09052016<\/a>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0lesson 09 05<\/a>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 solution 0905<\/a>
\n <\/p>\n

Exams:<\/h4>\n

exam 1<\/a>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 solution-1<\/a>
\n 
\n 
\n 
\n 
\n 
\n************************************************************************************************************************************************************************
\nA.Y. 2014-2015
\nRECORDINGS IN ITALIAN:
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\nLEZIONE 25022015<\/a>
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\nconvexity con tasso ced 11032015<\/a>\u00a0\u00a0\u00a0\u00a0\u00a0 lez 11032015 cap20<\/a>
\nREGISTRAZIONE LEZIONE 13032015<\/a>\u00a0\u00a0\u00a0\u00a0 convexity con tasso ced 11032015<\/a>\u00a0 esempio bund2 130315<\/a>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 \u00a0Capitolo 21Silvia_new2012<\/a>
\nREGISTRAZIONE LEZIONE 17032015\u00a0\u00a0 <\/a>appli 17032015<\/a>\u00a0\u00a0 Capitolo 21 17032015<\/a>
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\nREGISTRAZIONE LEZIONE 25032015<\/a>\u00a0\u00a0\u00a0 Copia di Capitolo 07 25032015<\/a>\u00a0\u00a0 esempio-var-cov<\/a>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 appli25032015<\/a>
\nREGISTRAZIONE LEZIONE 27032015 PARTE 1\u00a0\u00a0<\/a>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 PARTE2<\/a>\u00a0\u00a0\u00a0\u00a0 Capitolo 09 27032015<\/a>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 appli27032015<\/a>
\nREGISTRAZIONE LEZIONE 31032015<\/a>\u00a0 Capitolo 09 31032015<\/a>\u00a0\u00a0 Capitolo 32 31032015<\/a>\u00a0\u00a0\u00a0\u00a0\u00a0 appli 31032015<\/a>
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\nREGISTRAZIONE LEZIONE 17042015<\/a>\u00a0\u00a0\u00a0\u00a0 Capitolo 16 170415<\/a>\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 appli 170415<\/a>
\nREGISTRAZIONE LEZIONE 22042015<\/a>\u00a0\u00a0\u00a0\u00a0 Capitolo 16 22042015<\/a>\u00a0 Capitolo 18 22042015<\/a>\u00a0\u00a0\u00a0 APPLI 22042015<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"

  A.Y. 2015-2016 COURSE PRESENTATION: course presentation COURSE SYLLABUS:\u00a0\u00a0 financial models applications SYLLABUS   slides: DATASTREAM:\u00a0\u00a0 SlidesDS2016 MACROS, DATA TABLES, MATRICES: Macro FINANCIAL FUNCTIONS: financial functions BONDS: bonds PORTFOLIO THEORY: Portfolio theory LINEAR REGRESSION: Linear regression OPTIONS: options2016\u00a0\u00a0\u00a0 The lognormal<\/p>\n","protected":false},"author":8,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-471","page","type-page","status-publish","hentry"],"yoast_head":"\nFAME 15-16 - Silvia Muzzioli<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/morespace.economia.unimore.it\/silviamuzzioli\/financial-models-applications\/\" \/>\n<meta property=\"og:locale\" content=\"it_IT\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"FAME 15-16 - 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