00675 - Financial Mathematics

Academic Year 2014/2015

  • Docente: Luca Barzanti
  • Credits: 8
  • SSD: SECS-S/06
  • Language: Italian
  • Teaching Mode: Traditional lectures
  • Campus: Forli
  • Corso: First cycle degree programme (L) in ECONOMICS AND BUSINESS (cod. 0904)

Course contents

Financial operations; bonds.
Financial laws; interest rates; the term structure of interest rates.
Duration and immunization
Internal Rate of Return.
Financial mathematics in 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

Classroom and computer room lessons.

Assessment methods

Written test

Office hours

See the website of Luca Barzanti