Course Unit Page
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Teacher Giacomo Bormetti
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Credits 6
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SSD SECS-S/06
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Teaching Mode Traditional lectures
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Language Italian
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Campus of Forli
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Degree Programme First cycle degree programme (L) in Economics and business (cod. 9202)
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Course Timetable from Feb 24, 2022 to May 20, 2022
SDGs
This teaching activity contributes to the achievement of the Sustainable Development Goals of the UN 2030 Agenda.
Academic Year 2021/2022
Learning outcomes
The goal is to provide either the basic skills or elements of some more advanced topics in financial mathematics with a problem solving approach and to develop the skills to build a spreadsheet of the solutions. At the end of the course the student is able to: - solve the problems of financial evaluation under certainty; - create spreadsheets that implement these solutions; - recognize some hedging and optimizations problems of financial choices.
Course contents
1. Simple operations, bonds.
2. Main financial regimes. Term structure of interest rates.
3. Compound operations: Annuities, Amortization plans.
4. Duration and financial immunization.
5. Invetsments choice.
6. Financial Mathematics with excel.
Readings/Bibliography
L. Barzanti, A. Pezzi; Matematica Finanziaria - Manuale operativo con Applicazioni in Excel, Seconda Edizione; Esculapio, 2014.
L. Barzanti, A. Pezzi; Problemi Risolti di Matematica Finanziaria - Esercizi e Casi di Studio; Esculapio, 2014.
Teaching methods
Frontal lessons
Assessment methods
Written exam
Evaluation of learning
- <18 insufficient
- 18-23 sufficient
- 24-27 good
- 28-30 very good
- 30 cum laude excellent
Office hours
See the website of Giacomo Bormetti
Alumni