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Marco Grotteria

Assistant Professor of Finance

PhD (Wharton)

Dr Marco Grotteria holds a PhD in Finance from the Wharton School at the University of Pennsylvania. With research interests spanning the likes of asset pricing, macroeconomics, finance and politics – his work has been published in journals including the likes of the Review of Financial Studies.

2022

Real-time price discovery via verbal communication: Method and application to Fedspeak

Gomez-Cram R; Grotteria M

Journal of Financial Economics 2022 Vol 143:3 p 993-1025

2021

Risk-Free Interest Rates

van Binsbergen J H; Jules H; Diamond W F; Grotteria M

Journal of Financial Economics 2021 Vol 43:1 p 1-29

2019

Cyclical Dispersion in Expected Defaults

Gomes J F; Grotteria M; Wachter J A

Review of Financial Studies 2019 Vol 32:4 p 1275-1308

2020

Real-time Price Discovery via Verbal Communication: Method and Application to Fedspeak

Cram R G; Grotteria M

Social Sciences Research Network

2018

Follow the money

Grotteria M

Social Sciences Research Network

Foreseen risks

Gomes J F; Grotteria M; Wachter J A

NBER Working Paper

Risk-free interest rates

van Binsbergen J H; Diamond W; Grotteria M

NBER Working Paper


Teaching portfolio

Our teaching offering is updated annually. Faculty and programme material are subject to change.

  • Masters Degrees core courses

    A key part of our Masters programmes curriculum.

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    • Finance I
      Build technical and theoretical know-how by understanding the foundations of finance, with an emphasis on applications. Discuss many of the major financial decisions corporate managers make, both within the firm and in their interactions with investors. Essential to this decision making is the process of valuation, an important focus of the course. Topics include criteria for making investment decisions, valuation of financial assets and liabilities, relations between risk and return, derivative securities (options) and mergers and acquisitions.
      PROGRAMMES WITH THIS CORE COURSE
    • Investments
      Learn the frameworks for financial decision-making through a robust understanding of the principles and practice of financial management. Explore advanced theories in the valuation of investments, management of portfolios and risk management strategies: Articulate the principle of “no-arbitrage” and why this is an important concept for valuing financial assets ;Calculate the value of risk-free and riskless cash flow streams, inc those accruing to real investment projects and financial assets ;Hedge an asset or liability’s exposure to changes in interest rates; Understand why the term structure of interest rates is important; Explain the theoretical basis for modern portfolio theory including its implementation and limitations ;Model and evaluate portfolio risk using factor models ;Value forward and futures contracts using the principle of no-arbitrage ;Value options using replicating portfolios, binomial option pricing, and the Black-Scholes model.
      PROGRAMMES WITH THIS CORE COURSE
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