53 Prince's Gate
London SW7 2AZ
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T: +44 (0) 20 7594 1818
Professor Andrea Buraschi has designed and taught a number of different finance courses at different levels:
PhD TEACHINGResponible for two courses in the PhD Programme:
PhD in Finance and Financial Econometrics - Asset Pricing Theory - Fall 2010 (material)
PhD in Finance and Financial Econometrics - Financial Econometrics - Spring 2011 (material)
Chicago Booth: Investments - 35000 (2011-2012 and 2012-2013)
Imperial College: MSc Finance: "Derivatives and Asset Pricing" (material)
PhD Course in Empirical Asset Pricing
PhD Course in Asset Pricing Theory;
Executive Education (Director of the International Wealth Management Programme)
Columbia University: Investments (MBA and EMBA Programme)
Chicago GSB: Financial Engineering and Risk Management
Fixed Income and Derivatives
London Business School:
Financial Engineering (MiF Programme), Corporate Finance (MBA)
PhD Financial Econometrics and Empirical Asset Pricing.
Andrea was the founder and then director of the Graduate Program in Quantitative Finance and Insurance at Bocconi University (1998-2000).
Professor Buraschi has created and directed several executive education programmes in finance.
1. The “London International Wealth Management" programme, which trains top international private bankers and financial executives. These programmes have consistently received enthusiastic testimonials from participants since they began in 2007. Professor Buraschi is the Director and Lead teacher.
2. In the past, he directed and taught several executive finance modules at IMD Lausanne.
at Imperial College London and
London Business School.
Abstract. This case is useful to explain securitization and the use of cash and synthetic CDOs in the period before th Crisis. It explains the real case of a CDO structure created by RBS that allowed the bank to put off balance sheet loans and create Aaa bonds from low quality loans (the magic of financial engineering Pre-Crisis). Eventually RBS had to be rescued..
Abstract. This case explains the creative use of swaps by Greece before the entrance in EU and also by some Italian municipalities. Useful in a class on swaps to talk about off-market swaps.
Abstract. This case describes the risk management policy of a company that wants to hedge a stream of long-dated forward contracts with a future contracts. It talks about basis risk, contango, backwardation.