Skip to main content
CODE 60065
ACADEMIC YEAR 2019/2020
CREDITS
SCIENTIFIC DISCIPLINARY SECTOR SECS-S/06
LANGUAGE Italian
TEACHING LOCATION
  • GENOVA
SEMESTER 1° Semester
SECTIONING Questo insegnamento è diviso nelle seguenti frazioni:
  • A
  • B
    		•
    PREREQUISITES
    Propedeuticità in ingresso
    Per sostenere l'esame di questo insegnamento è necessario aver sostenuto i seguenti esami:
    • Business Administration 8697 (coorte 2019/2020)
    • CALCULUS FOR UNDERGRADUATED STUDENTS. 41138 2019
    • Business Administration 8697 (coorte 2018/2019)
    • CALCULUS FOR UNDERGRADUATED STUDENTS. 41138 2018
    • Economics 8699 (coorte 2019/2020)
    • CALCULUS FOR UNDERGRADUATED STUDENTS. 41138 2019
    • Economics 8699 (coorte 2018/2019)
    • CALCULUS FOR UNDERGRADUATED STUDENTS. 41138 2018
    TEACHING MATERIALS AULAWEB

    OVERVIEW

    Course description

    The teaching proposes the study of financial transactions.

    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

    Traditional lectures supplemented by exercises.

    The course is on aulaweb.

    SYLLABUS/CONTENT

    Theory of Financial Laws.  Decomposable financial lawas,  Uniform  financial laws. The regime of simple interest. The compound interest regime. The Exponential regime. The regime of simple discount.  The regime of rational discount. The regime of continuously compound discount.     Annuities.  Evaluation of annuities.        Amortizations. General loan amortization.    Divided loans. Coupon bonds. Zero coupon bonds. Evaluations.   Term structure.   Risks and insurance. Life insurance: modelling the lifetime. Life insurance: pricing. Insurance premiums

     

    RECOMMENDED READING/BIBLIOGRAPHY

    C. GOSIO, Matematica finanziaria classica, Bozzi, Genova 2013;

    C. GOSIO - E. C. LARI,  Introduzione ad alcune operazioni finanziarie in condizioni di incertezza, 2010, disponibile 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

    CRISTINA LUIGIA GOSIO (President)

    ESTER CESARINA LARI

    MARINA RAVERA

    MARIA LAURA TORRENTE

    PIERPAOLO UBERTI

    LESSONS

    LESSONS START

    09.16.2019

     

    Class schedule

    FINANCIAL MATHEMATICS B

    EXAMS

    EXAM DESCRIPTION

    Writing examination.

    ASSESSMENT METHODS

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

    FURTHER INFORMATION

    Attendance

    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.