Courses at Roma Tre University:
 Finanza Computazionale (Master Degree), 2015  present.

Financial Modeling (Master Degree), 2018  present.
Syllabus:
MODULE 1
A rapid introduction to MATLAB
 MATLAB basics: Preliminary elements; Variable assignment; Workspace; Arithmetic operations; Vectors and matrices; Standard operations of linear algebra; Elementbyelement multiplication and division; Colon (:) operator; Predefined function; inline Function; Anonymous Function
 Mfile: Script and Function
 Programming fundamentals: if, else, and elseif scheme; for loops; while loops
 Matlab graphics
 Preliminary exercises on programming
 Exercises on the financial evaluation basics
MODULE 2
Preliminary elements on Probability Theory and Statistics

Random variables

Probability distributions

Continuous random variable

Higherorder moments and synthetic indices of a distribution

Some probability distributions: Uniform, Normal, Lognormal, Chisquare, Studentt

Linear and Nonlinear Programming
 Some MATLAB builtin functions for optimization problems
 Multiobjective optimization: Determining the efficient frontier
 Portfolio of equities: Prices and returns
 Riskreturn analysis: MeanVariance; Effects of the diversification in an Equally Weighted portfolio; MeanMAD; MeanMinMax; VaR; MeanCVaR; MeanGini portfolios
 Bond portfolio immunization
MODULE 3

Further elements on Probability Theory and Statistics
 Introduction to the Monte Carlo simulation
 Stochastic processes: Brownian motion; Ito's Lemma; Geometrical Brownian motion

Pricing of derivatives with an underlying security
 Binomial model (CRR): A replicating portfolio of stocks and bonds; Calibration of the model; Multiperiod case
 BlackScholes model: Assumptions of the model; Pricing of a European call; Pricing equation for a call; Implied Volatility
 Option Pricing with Monte Carlo Method: Solution in integral form; Path Dependent Derivatives.