Financial mathematics (2020/2021)

Course code
4S00393
Credits
9
Academic sector
SECS-S/06 - METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE

Learning outcomes

The course aims to provide the knowledge of the basic quantitative tools and the classical mathematical models for the analysis and evaluation of the main financial transactions, financing contracts, economic-financial investment projects, bonds and term structure of interest rates, interest rate risk and portfolio selection. At the end of the lessons, the student must be able to set up a financial evaluation problem in formally and economically correct terms, and be able to obtain the solution and interpret it. Therefore, the teaching aims to develop the capacity for autonomous reasoning in the analysis and interpretation of concrete problems of choice in the economic-financial field.