- Docente: Silvia Romagnoli
- Credits: 4
- SSD: SECS-S/06
- Language: Italian
- Teaching Mode: Traditional lectures
- Campus: Bologna
- Corso: First cycle degree programme (L) in Financial Economics (cod. 0026)
Learning outcomes
The aim of the course is to get the mathematical instruments and the necessary knowledge to face the main problems of the modern Financial mathematics.
Course contents
- Principles of classical mathematical finance
- Zero coupon and Coupon Bonds
- Term-Structure of interest rates and Hedging
- Principles of probability theory and application to selecti projects in a non-deterministic context
Teaching methods
The theoretical lessons are followed by applied lessons where the students may exercice on all different topics of the programme.
Assessment methods
A written exam is obbligatory then an oral exam is optional.
Office hours
See the website of Silvia Romagnoli