Financial mathematics (2006/2007)

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Course not running

Course code
4S00393
Credits
10
Coordinator
Andrea Gamba
Course news Seminars related to the course
Teaching is organised as follows:
Unit Credits Academic sector Period Academic staff
lezione 8 SECS-S/06-MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES 1° sem lez Andrea Gamba
esercitazione 2 SECS-S/06-MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES 1° sem lez Claudio Tebaldi

Learning outcomes

This course is in two parts. The first part provides the mathematical tools to analyze the economic and financial models presented in the subsequent two year of Laurea magistrale. The second part is focused on financial applications. It aims at presenting the classic and modern quantitative tools to analyze the main financial contracts and to evaluate financial and investment projects, both under certainty and uncertainty. Students are encouraged to attend this course after having obtained a positive grade in Mathematics and Statistics.

Syllabus

The course comprises 64 hours of lectures and 20 hours of tutorials

Assessment methods and criteria

The final examination consists of a written test and an oral test. The access to the oral test is conditional of a positive outcome on the written test.

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