English

This course is part of the Laurea Magistrale program. The course is intended for advanced level students only. Enrollment is by consent of the instructor. The course focuses on trading mechanisms in financial markets: the main challenges, the economic principles, and the statistical models for analyzing the data they generate. The course explores in detail the modeling of high frequency financial data. Special attention is placed on the structure of modern financial markets, the conceptual basics of trading, and the use of economic and econometric models in the high frequency domain.

This course examines steps involved in conducting a statistical investigation with the main emphasis being on data analysis and the background concepts necessary for successfully analyzing data, extrapolating from patterns in data to more generally applicable conclusions and communicating results to others. Other topics include probability; confidence intervals, statistical significance, t-tests, and p-values; nonparametric methods; one-way analysis of variance, simple linear regression, correlation, tables of counts and the chi-square test.

This course introduces students to the life and literature of London from the 17th century to the present day, from Isabella Whitney to Monica Ali. As students read some of London’s greatest poems, short stories, and novels, they walk the streets of London, visiting some of the great landmarks and museums, as well as looking into its lesser-known histories.