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FINANCIAL MATHEMATICS

CODE 60065
ACADEMIC YEAR 2020/2021
CREDITS
  • 9 cfu during the 2nd year of 8697 ECONOMIA AZIENDALE(L-18) - GENOVA
  • 9 cfu during the 2nd year of 8699 ECONOMIA E COMMERCIO(L-33) - GENOVA
    		•
    SCIENTIFIC DISCIPLINARY SECTOR SECS-S/06
    LANGUAGE Italian
    TEACHING LOCATION
  • GENOVA
    		•
    SEMESTER 1° Semester
    SECTIONING This unit is divided into 2 sections:
    PREREQUISITES
    Prerequisites
    You can take the exam for this unit if you passed the following exam(s):
    • Business Administration 8697 (coorte 2019/2020)
    • CALCULUS FOR UNDERGRADUATED STUDENTS. 41138
    • Economics 8699 (coorte 2019/2020)
    • CALCULUS FOR UNDERGRADUATED STUDENTS. 41138
    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

    Lectures and exercises.

    Classes material is on Aulaweb.

    SYLLABUS/CONTENT

    Theory of Financial Laws.  Decomposable financial laws,  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

    Books and classes materias will be indicated by the instructor during the lessons period.

    TEACHERS AND EXAM BOARD

    Exam Board

    MARINA RESTA (President)

    ESTER CESARINA LARI

    MARINA RAVERA

    MARIA LAURA TORRENTE

    LESSONS

    LESSONS START

    14 September 2020

     

    Class schedule

    FINANCIAL MATHEMATICS B

    EXAMS

    EXAM DESCRIPTION

    Final test.

    ASSESSMENT METHODS

    The preparation of the student is assessed by a final test.

    Exam schedule

    Date Time Location Type Notes
    07/01/2021 09:30 GENOVA Scritto Prof.ssa Resta con accettazione online
    21/01/2021 09:30 GENOVA Scritto Prof.ssa Resta con accettazione online
    09/02/2021 09:30 GENOVA Scritto Prof.ssa Resta con accettazione online
    03/05/2021 09:00 GENOVA Orale appello straordinario riservato esclusivamente ai laureandi a.a. 2019/20
    03/06/2021 09:30 GENOVA Scritto Prof.ssa Resta con accettazione online
    17/06/2021 09:30 GENOVA Scritto Prof.ssa Resta con accettazione online
    02/07/2021 09:30 GENOVA Scritto Prof.ssa Resta con accettazione online
    09/09/2021 09:30 GENOVA Scritto Prof.ssa Resta con accettazione online

    FURTHER INFORMATION

    Attendance

    Students must prove to have succesfully passed Calculus (it. “Matematica Generale”). When the student wants to take the exam he/she must fill in the on-line registration form.