Financial mathematics - lezione (2006/2007)

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Course code
4S00393
Name of lecturer
Andrea Gamba
Number of ECTS credits allocated
8
Academic sector
SECS-S/06 - MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES
Language of instruction
Italian
Location
VERONA
Period
1st semester dal Oct 2, 2006 al Dec 19, 2006.
Web page
http://dse.univr.it/gamba/index.php?option=com_content&task=view&id=13&Itemid=29

To show the organization of the course that includes this module, follow this link * Course organization

Lesson timetable

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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