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FINANCIAL MATHEMATICS

[Italiano] AF: 138710 AR: 64112
Official course title MATEMATICA FINANZIARIA
Academic Year 2011/2012
Course code ET0046
University credits 6
Subdivision Part-time
Degree level First Cycle Degree M.D.270
Educational sector code SECS-S/06
Semester/trimester I Semestre
Course year 2
Where VENEZIA

Professor

Degree Programmes and curricula

Other parts of the course

Contents

Educational Goals

The course tackles the subjects and problems of the classical Financial Mathematics and aims at providing theoretical notions and operational capacities that enable to solve the main financial problems in certainty conditions that arise in business and financial markets.
It is also introduced the future contract.

Requirements

Mathematics

Contents

1. Basics of interest rates
2. Interest rates in the presence of inflation or for a financial transaction in a foreign currency
3. Annuities
4. Amortization of a debt
5. Bonds
6. Criteria for the evaluation of fixed financial projects
7. Forward and future

Recommended Reading List

A. Basso, P. Pianca, "Introduzione alla Matematica Finanziaria", Padova, Cedam, 2010, pp. 245, chapters 1-7, omitting Sections 1.3, 3.5, 3.6, 4.4, 4.7, 5.3, 5.6, 6.5, 6.6, 6.8 and 7.5, and chapter 9
Teacher notes.

Assessment

written

Teaching Methods

Conventional

Teaching Language

italian language

Sustainability

  • Course with sustainable contents
  • University credits of sustainability: 1
  • Lecture notes, material for reference or for self-assessment available online or as e-book

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Last update: 18/09/2011