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

Course not running

Course code
4S01001
Name of lecturer
Andrea Berardi
Number of ECTS credits allocated
1
Other available courses
Academic sector
MAT/05 - MATHEMATICAL ANALYSIS
Language of instruction
Italian
Location
VERONA
Period
1st semester dal Oct 2, 2006 al Dec 19, 2006.

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Lesson timetable

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.