Course description
The teaching proposes the study of financial transactions.
The aim of the course is to provide formalization and mathematical modeling of financial transactions. In addition, with reference to random financial transactions, the course provides mathematical models and methods for some life-insurance contracts.
The purpose of teaching is to use mathematical tools in the financial field, exploiting skills gained in general mathematics teaching, which is a propedeutic.
The course will be taught through traditional lectures supplemented by exercises.
The course is on aulaweb
C. GOSIO, Matematica finanziaria classica, Bozzi, Genova 2013 (per le Parti da I a V del programma);
P. COLOMBO, Introduzione alle scelte finanziarie, Bozzi, Genova, 2000 (per la Parte VI del programma);
C. GOSIO - E. C. LARI, Introduzione ad alcune operazioni finanziarie in condizioni di incertezza, 2010, disponibile su Aulaweb (per la Parte VII del programma);
E.C. LARI - M. RAVERA, MATEMATICA FINANZIARIA Esercizi, 2 /Ed- con MyLAb+Pearson e Text , Pearson Italia, Milano –Torino , 2017
Ricevimento: thursday 10.30 - 11-30 (first semester)
Ricevimento: thursday 10.30 - 11-30 (2° semester)
CRISTINA LUIGIA GOSIO (President)
ESTER CESARINA LARI
MARINA RAVERA
ESTER CESARINA LARI (President)
CRISTINA LUIGIA GOSIO
Sem: 1°
September 18, 2017- December 15, 2017
FINANCIAL MATHEMATICS A
FINANCIAL MATHEMATICS B
Writing examination.
The preparation of the student is assessed by a writing examination.
Attendance
Student must prove to have succesfully passed the final exam concerning Calculus (it. “Matematica Generale”). When the student wants to take the exam must do the on-line registration.
