QUANTITATIVE METHODS FOR DERIVATIVES AND ACTUARIAL PRICING

QUANTITATIVE METHODS FOR DERIVATIVES AND ACTUARIAL PRICING

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iten
Code
63661
ACADEMIC YEAR
2016/2017
CREDITS
6 credits during the 1st year of 8706 Accounting and Finance (LM-77) GENOVA

6 credits during the 1st year of 8700 Economics and Financial Institutions (LM-56) GENOVA

SCIENTIFIC DISCIPLINARY SECTOR
SECS-S/06
LANGUAGE
Italiano
TEACHING LOCATION
GENOVA (Accounting and Finance)
semester
1° Semester
Teaching materials

OVERVIEW

Course description

The course is aimed to provide the student with basic mathematical techniques of pricing, as well as with actuarial methods essential for the estimation of benefits in pension plans.

AIMS AND CONTENT

LEARNING OUTCOMES

The course is aimed to provide the student with basic mathematical techniques of pricing, as well as with actuarial methods essential for the estimation of benefits in pension plans.

Teaching methods

Lessons held by the teacher, as well as cases study

SYLLABUS/CONTENT

"The course is aimed to provide the student with basic mathematical techniques of
pricing, as well as with actuarial methods essential for the estimation of benefits in
pension plans."

 

RECOMMENDED READING/BIBLIOGRAPHY

Classes materials will be made available on the Aulaweb site of the course.

TEACHERS AND EXAM BOARD

Ricevimento: http://www.economia.unige.it/index.php/il-dipartimento/personale/docenti-ad-economia/163-marina-resta

Exam Board

MARINA RESTA (President)

LUCA PERSICO

LESSONS

Teaching methods

Lessons held by the teacher, as well as cases study

LESSONS START

Sem: I

19 septembre - 15 decembre 2016 

ORARI

L'orario di tutti gli insegnamenti è consultabile su EasyAcademy.

Vedi anche:

QUANTITATIVE METHODS FOR DERIVATIVES AND ACTUARIAL PRICING

EXAMS

Assessment methods

Final written examination plus a report, according to what stated by the teacher during the lessons.

FURTHER INFORMATION

Attendance

Not mandatory