00675 - Financial Mathematics

Academic Year 2009/2010

  • Docente: Mauro Cerè
  • Credits: 7
  • SSD: SECS-S/06
  • Language: Italian
  • Teaching Mode: Traditional lectures
  • Campus: Bologna
  • Corso: First cycle degree programme (L) in Business Economics (cod. 0891)

Course contents

1.  Simple interest and simple discount. Rate of interest. Compound interest: accumulated and discounted values. Compound interest at changing interest rates. Values for fractional interest periods. Continuous interest.

2.  Annuities: definitions and notations. Accumulated and discounted values of an annuity. Due and deferred annuities. Annuities vhere payments vary in terms of a constant difference or in terms of a constant ratio. Fractional and continuous annuities. Perpetuities.

3.  Sinking funds

4.  Amortization of a debt: definitions and terminology. Outstanding principle. Kinds of amortization. Value of a debt. Makeham's formula.

5.  Bonds: introduction and terminology. Purchase price to yield a given investment rate. Premium and discount. The yield rate. Expected life and median expectation of life of a bond. Achard's formula. Value of a bond. Duration of a bond.

Office hours

See the website of Mauro Cerè