- Docente: Amia Santini
- Credits: 8
- SSD: SECS-S/06
- Language: English
- Teaching Mode: Traditional lectures
- Campus: Bologna
- Corso: First cycle degree programme (L) in Economics and Finance (cod. 8835)
-
from Sep 18, 2024 to Dec 17, 2024
Learning outcomes
The aim of the course is to provide the mathematics of the fundamental laws governing financial contracts. In particular, the course covers the different types of interest to compute present and accumulated values for different streams of cash flows. Applications include annuities, debt retirement methods, mortgages, bond and stock pricing, capital budgeting and the valuation of contingent claims.
Course contents
Readings/Bibliography
Romagnoli S., Mathematical Finance- Theory, 2019, Esculapio
Romagnoli S., Mathematical Finance-Practice, 2019, Esculapio
Teaching methods
Theoretical lessons with exercises
Assessment methods
The final exam is written and should be solved in 2 hours. It is mostly made of exercises, with also a few theoretical questions.
It is possible to take it as two midterms, with the final grade being the average of the two marks.
During the exam it is possible to use the calculator (students are encouraged to bring it), as long as it is a device unable to connect to the internet.
The passing grade is 18/30.
Teaching tools
Slides, exercises, class notes.
Office hours
See the website of Amia Santini
SDGs

This teaching activity contributes to the achievement of the Sustainable Development Goals of the UN 2030 Agenda.