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- Course code
- 4S01518
-
Name of lecturer
-
Andrea Berardi
- Number of ECTS credits allocated
-
1
- Academic sector
-
SECS-S/06 - MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES
- Language of instruction
- Italian
- Period
-
2° sem lez dal Feb 18, 2008 al May 24, 2008.
To show the organization of the course that includes this module, follow this link 
Course organization
Lesson timetable
Learning outcomes
The aim of the course is to provide the student with the key concepts and topics regarding (i) the modelling and the estimation of the term structure of interest rates, (ii) the pricing of bonds (both risk-free and default-risky), (iii) the risk management techniques for bond portfolios.
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
