FINANCIAL MATHEMATICS

FINANCIAL MATHEMATICS

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Code
60065
ACADEMIC YEAR
2018/2019
CREDITS
9 credits during the 2nd year of 8699 Economics (L-33) GENOVA

9 credits during the 2nd year of 8697 Business Administration (L-18) GENOVA

SCIENTIFIC DISCIPLINARY SECTOR
SECS-S/06
LANGUAGE
Italian
TEACHING LOCATION
GENOVA (Economics)
semester
1° Semester
sectioning
This unit is divided into 2 sections: A, B. This page refers to the section
Prerequisites
Teaching materials

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.

Teaching methods

The course will be taught through traditional lectures supplemented by exercises.

The course is on aulaweb

SYLLABUS/CONTENT

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.

 

RECOMMENDED READING/BIBLIOGRAPHY

C. GOSIO, Matematica finanziaria classica, Bozzi, Genova 2013 (per le Parti da I a V del programma);

P. COLOMBO, Introduzione alle scelte finanziarie, Bozzi, Genova, 2000 (per la Parte VI del programma);

C. GOSIO - E. C. LARI,  Introduzione ad alcune operazioni finanziarie in condizioni di incertezza, 2010, disponibile su Aulaweb (per la Parte VII del programma);

E.C. LARI - M. RAVERA, MATEMATICA FINANZIARIA Esercizi, 2 /Ed- con MyLAb+Pearson e Text , Pearson Italia, Milano –Torino , 2017

TEACHERS AND EXAM BOARD

Exam Board

ESTER CESARINA LARI (President)

PIERPAOLO UBERTI

MARIA LAURA TORRENTE

MARINA RAVERA

CRISTINA LUIGIA GOSIO

LESSONS

Teaching methods

The course will be taught through traditional lectures supplemented by exercises.

The course is on aulaweb

LESSONS START

1° semestre

 

ORARI

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

Vedi anche:

FINANCIAL MATHEMATICS A

EXAMS

Exam description

Writing examination.

Assessment methods

The preparation of the student is assessed by a writing examination.

FURTHER INFORMATION

Attendance

Student must prove to have succesfully passed the final exam concerning Calculus (it. “Matematica Generale”). When the student wants to take the exam  must do the on-line registration.