- Docente: Lorenzo Torricelli
- Credits: 6
- SSD: SECS-S/06
- Language: Italian
- Moduli: Lorenzo Torricelli (Modulo 1) Amia Santini (Modulo 2)
- Teaching Mode: Traditional lectures (Modulo 1) Traditional lectures (Modulo 2)
- Campus: Bologna
- Corso: First cycle degree programme (L) in Management and Marketing (cod. 8406)
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from Feb 11, 2025 to May 14, 2025
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from Apr 28, 2025 to May 12, 2025
Course contents
- Interest rates and accrual
- Annuities
- Mortgages
- Bonds and bills
- Financial choices
- Forwards, futures and options
Readings/Bibliography
- Basso-Pianca, Introduzione alla Matematica Finanziaria, 2017, Wolters-Kluwer
- Cesari-Susini, Cap 1-2, Introduzione alla Finanza Matematica, 2005, McGraw-Hill
- Spelta, Matematica Finanziaria, Esculapio 2020,
- Romagnoli, Mathematical Finance: Thoery and Practice. Part A: Theory
- Giacometti-Epis, Esercizi di Matematica Finanziaria, 2021, Giappichelli
Teaching methods
In-presence lectures
Assessment methods
Two-hour written exam, generally 5 exercises, with total score exceeding 31. Every score lower than 31 coincides with the final grade. A score of 30 or 31 to the grade 30. A score in excess of 31 corresponds to 30 cum laude.
Post-exam interviews are possible, but based only on the teacher decision and cannot be solicited by the student.
Teaching tools
Blackboard
Office hours
See the website of Lorenzo Torricelli
See the website of Amia Santini