Unit | Credits | Academic sector | Period | Academic staff |
---|---|---|---|---|
Lezione | 4 | SECS-S/06-MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES | 2° sem lez |
Andrea Berardi
|
Esercitazione | 1 | SECS-S/06-MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES | 2° sem lez |
Andrea Berardi
|
The aim of the course is to provide the student with the key concepts and topics regarding (i) the modelling and the estimation of the term structure of interest rates, (ii) the pricing of bonds (both risk-free and default-risky), (iii) the risk management techniques for bond portfolios.
Lectures will be held in a computer room. About 30% of the time will be dedicated to the practical implementation of the models.
Written exam.
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