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MODELLI DECISIONALI PER LA FINANZA Single discipline educational activity
Course Sheet Academic Year of enrolment:
Disciplinary Sector:
MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES
Professor and Collaborators:
Hours of classroom activity:
Prerequisites:
A basic knowledge of Mathematics, Statistics, Microeconomics and Macroeconomics, at an undergraduate level, can be considered a prerequisite for this course
Objectives
Contents Mathematical Modelling in Finance is a basic course on financial markets organized as follows:
- arbitrage, valuation and financial decision making;
- valuing bonds;
- the term structure of interest rates and interest rate risk;
- valuing corporate bonds and credit risk;
- loans and mortgages;
- valuing stocks and market risk
Recommended Bibliography J. Berk, P. De Marzo "Finanza Aziendale 1", terza edizione, Pearson Editore, 2015 (chapters: 3, 4, 5, 6, 9).
C. Mari "Matematica per il management: gli strumenti finanziari", Libreria dell'Università editrice (first six chapters).
Further materials will be distibuted during the course.
Methods of Provision
Teaching Methods
Evaluation methods Verification of learning: