Mathematical finance (2019/2020)

Course code
4S001142
Name of lecturer
Luca Taschini
Coordinator
Luca Taschini
Number of ECTS credits allocated
9
Academic sector
SECS-S/06 - MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES
Language of instruction
Italian
Period
secondo semestre magistrali dal Feb 24, 2020 al May 29, 2020.

Lesson timetable

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Learning outcomes

The course offers an introduction to arbitrage theory and its applications to financial derivatives pricing in discrete and continuous time.