Modelli per la valutazione degli strumenti finanziari derivati (2006/2007)

Course not running

Teaching is organised as follows:
Unit Credits Academic sector Period Academic staff
lezione 4 MAT/05-MATHEMATICAL ANALYSIS 1° sem lez Andrea Berardi
esercitazione 1 MAT/05-MATHEMATICAL ANALYSIS 1° sem lez Andrea Berardi

Learning outcomes

The aim of the course is to provide the student with the key concepts and topics regarding the pricing of derivative instruments. The course covers most of the models for the valuation of derivatives, such as futures, options and swaps, commonly used in the practice of financial markets.

Syllabus

Lectures will be held in a computer room. About 30% of the time will be dedicated to the practical implementation of the models.

Assessment methods and criteria

Written exam.