•GUIDA ECONOMIA 07-08 - Università degli studi di Udine

236 prospectus udine
approach: Quality Function Deployment;
continuous improvement (or Kaizen);
quality circles.
Quality control: Deming’s cycle; acceptance
control and relationships with suppliers;
seven statistical instruments.
Quality in the service sector.
The relationship between quality, costs
and prices; quality and non-quality costs.
Quality certification: the CE seal, reference
standards, certification agencies,
credit agencies.
Steps in certification procedure.
From ISO 9000:1994 to ISO 9000:2000.
Quality in the food sector: typical products
(DOP, DOC, DOCG, IGP, organic
products); the HACCP system.
The evolution of relationships between
production and environmental safeguard:
environmental certification (ecolabel,
ecoaudit, ISO 14001, Emas); integrated
safety-quality-environment systems.
Bibliography
Recommended reading
- A. LOKAR, Manuale di Tecnologia dei cicli
produttivi - Qualità e innovazione nei sistemi
operativi, Cedam, Padova, 1996.
- A. GALGANO, La qualità totale - Il Company-Wide
Quality Control come nuovo sistema
manageriale, Il Sole 24 ore Libri,
Milano.
- C. COMPAGNO, Il management della qualità
- Dagli standard al knowledge management,
Utet, Torino, 1999.
- M. FREY, Il management ambientale -
Evoluzione, organizzazione e gestione del
rapporto impresa/ambiente, Franco Angeli,
Milano, 1996.
- V. BIONDI, L’audit ambientale: aspetti
metodologici e strumenti operativi secondo il
regolamento comunitario Emas e le norme
ISO 14000, Il Sole 24 ore Libri, Milano,
1997.
RELATIONSHIP MARKETING 1
Prof. Andrea Moretti
The detailed course program will be
presented at the start of the course
RELATIONSHIP MARKETING 2
Prof.ssa Maria Chiarvesio
Aims
The course will mostly be dedicated to
examining web marketing issues in detail
(net marketing, e-commerce, community
management). The complete programme
and course materials will be made available
at the start of the course.
RISK MANAGEMENT MODELS
Prof.ssa Patrizia Stucchi
Contents
Fundamental risk for financial intermediaries:
market risk, credit, operational
and legal risk. Measurement of risk. Definition
of VaR (Value at Risk). Aggregability
of VaR. VaR as a quantile of the Profit
& Loss distribution. VaR with reference
to the return of a position. Critiques to
VaR: coherent measures of risk and
CVaR (Conditional VaR). VaR for positions
with normal-distributed return.
Delta-normal VaR for portfolios of stocks,
bonds and foreign currencies. Deltagamma-theta
VaR for plain vanilla options
on stocks. Portfolios of options and
stocks: finding the moments of portfolio
return distribution and the quantile
based on Johnson methodology. Deltagamma-theta
VaR for plain vanilla options
on bonds. Credit risk measurement: the
structure of the Basle Committee model
(Basle 2).
Bibliography
Notes by the teacher.