- Docente: Giacomo Bormetti
- Credits: 6
- SSD: SECS-S/06
- Language: Italian
- Moduli: Giacomo Bormetti (Modulo 1) Giacomo Bormetti (Modulo 2)
- Teaching Mode: Traditional lectures (Modulo 1) Traditional lectures (Modulo 2)
- Campus: Forli
- Corso: First cycle degree programme (L) in Economics and business (cod. 9202)
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from Feb 15, 2024 to May 24, 2024
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
SDGs
This teaching activity contributes to the achievement of the Sustainable Development Goals of the UN 2030 Agenda.