Finance and insurance

The course provides students with the fundamental methods of econometrics applied to finance, aiming to analyse and interpret complex economic and financial phenomena through the processing and evaluation of high-variability data. Particular attention is given to linear and non-linear regression techniques, the management of endogeneity issues, and panel data analysis, combining methodological rigor with empirical application. At the end of the course, students will be able to recognize, understand, and apply the main tools of financial econometrics, formalize real-world problems in terms of econometric models, and critically analyse and interpret the obtained results. They will also be able to assess the adequacy of the methodologies employed, select the most appropriate models, and implement estimation procedures consistent with the model assumptions. The course approach promotes the development of independent judgment in the interpretation of empirical results, communication skills in the use of the technical-scientific language of the discipline, and autonomous learning abilities for exploring new quantitative analysis tools. The competences acquired will enable students to successfully approach subsequent quantitative courses and consolidate a rigorous analytical method applicable across various areas of empirical finance.