Skip to main content
CODE 64448
ACADEMIC YEAR 2022/2023
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
    TEACHING MATERIALS AULAWEB

    OVERVIEW

    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 CONTENT

    LEARNING OUTCOMES

    The course aims to provide formalization and mathematical modeling of financial transactions, that is, exchange transactions involving amounts of monetary amounts due at different maturities.

    AIMS AND LEARNING OUTCOMES

    Classes lead the students to the use of the mathematical methods (learned by attending Matematica Generale which is a compulsory class) in finance. Students will learn to:  
    - acquire proper knowledge of financial problems and how to solve them by using mathematical methods;

    - autonomously evaluate problems and solve them by mathematical tools, varying the application context;

    - acquire a proper technical language to manage financial problems

     

    PREREQUISITES

    Basis knowledge of mathematics, as acquired by attending (and succesfully passing) the class "Matematica Generale".

    TEACHING METHODS

    Lessons held by the instructor.

    SYLLABUS/CONTENT

    Part I: Theory of financial laws.

    Parte II: Annuities.

    Parte III: amortisation and capital constitution.

    Parte IV: Bonds.

    Parte V: Term structure of interest rates.

    Parte VI: Financial issues in a stochastic envinroment.

    RECOMMENDED READING/BIBLIOGRAPHY

    Texts and other materials will be indicated on Aulaweb.

    TEACHERS AND EXAM BOARD

    LESSONS

    LESSONS START

    1st semester.

    Class schedule

    L'orario di tutti gli insegnamenti è consultabile all'indirizzo EasyAcademy.

    EXAMS

    EXAM DESCRIPTION

    The exam is organized in a set of questions both theoretical and practical.

    ASSESSMENT METHODS

    The examination is aimed at verifying whether the student is able to manage essential concept of financial mathematics both from the practical and theoretical viewpoint.

    Exam schedule

    Data Ora Luogo Degree type Note
    10/01/2023 08:30 GENOVA Orale
    24/01/2023 08:30 GENOVA Orale
    07/02/2023 08:30 GENOVA Orale
    09/05/2023 09:00 GENOVA Orale
    09/05/2023 09:00 GENOVA Orale
    09/05/2023 09:00 GENOVA Orale
    06/06/2023 08:30 GENOVA Orale
    20/06/2023 08:30 GENOVA Orale
    05/07/2023 08:30 GENOVA Orale
    12/09/2023 08:30 GENOVA Orale