77342 - CRASH COURSE IN MATEMATICA

Academic Year 2018/2019

  • Docente: Alessandro Gambini
  • Language: Italian
  • Teaching Mode: Traditional lectures
  • Campus: Bologna
  • Corso: Second cycle degree programme (LM) in Financial Markets and Institutions (cod. 0901)

Learning outcomes

At the end of the course the student will know the basic tools of mathematical computation to the financial applications following the study of the following topics: 1) Mathematical analysis: differential and integral calculus for functions of one variable. Numerical series. Complex numbers. Differential calculus in several variables: partial derivatives, local free and constrained maximum and minimum. 2) Linear Algebra: rank of a matrix, theorem of Cramer and Rouché Capelli, determinant, eigenvalues and eigenvectors. 3) Financial Mathematics: compounding and discounting single sums, future value and present value.

Course contents

Mathematical analysis: differential and integral calculus for functions of one variable. Numerical series. Complex numbers. Differential calculus in several variables: partial derivatives, local free and constrained maximum and minimum.
Linear Algebra: rank of a matrix, theorem of Cramer and Rouchè Capelli, determinant, eigenvalues and eigenvectors.
Financial Mathematics: compounding and discounting single sums, future value and present value

Teaching methods

Lectures, in which primarily theoretical aspects of the topics are presented. In particular, after introducing the basics, there will be are sentences, and in some cases proven, the main theorems and results.

Office hours

See the website of Alessandro Gambini