OVERVIEW

AIMS AND CONTENT

LEARNING OUTCOMES

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.

AIMS AND LEARNING OUTCOMES

The purpose of teaching is to use mathematical tools in the financial field, exploiting skills gained in general mathematics teaching, which is a propedeutic.

PREREQUISITES

Student must prove to have succesfully passed the final exam concerning Calculus (it. MATEMATICA GENERALE). When the student wants to take the exam he must do the on-line registration.

TEACHING METHODS

The course will be taught through traditional lectures supplemented by exercises.

The course is on aulaweb

SYLLABUS/CONTENT

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.

RECOMMENDED READING/BIBLIOGRAPHY

C. GOSIO, Matematica finanziaria classica, Bozzi, Genova 2013 (per le Parti da I a V del programma);

C. Gosio-E.C. Lari, Introduzione ad alcune operazioni finanziarie in condizioni di incertezza, 2010, dispense caricate su Aulaweb;

E.C. LARI - M. RAVERA, MATEMATICA FINANZIARIA Esercizi, 2 /Ed- con MyLAb+Pearson e Text , Pearson Italia, Milano –Torino , 2017.

TEACHERS AND EXAM BOARD

Exam Board

ESTER CESARINA LARI (President)

CRISTINA LUIGIA GOSIO

MARINA RAVERA

MARIA LAURA TORRENTE

LESSONS

LESSONS START

16-9-2019

Class schedule

FINANCIAL MATHEMATICS A

EXAMS

EXAM DESCRIPTION

Writing examination.

ASSESSMENT METHODS

The preparation of the student is assessed by a writing examination.

Exam schedule

FURTHER INFORMATION