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- Course code
- 4S01001
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Name of lecturer
-
Andrea Berardi
- Number of ECTS credits allocated
-
1
- Academic sector
-
MAT/05 - MATHEMATICAL ANALYSIS
- 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 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
