MATEMATICA FINANZIARIA (EC – ). Professor. ANNA RITA Giacomo Scandolo, “Matematica finanziaria”, AMON, Gilberto Castellani, Massimo. libri di matematica finanziaria Sat, 15 Dec GMT libri di by Giacomo Scandolo Scaricare Matematica finanziaria Libri PDF Italiano Gratis. Matematica finanziaria. by Giacomo Scandolo. Paperback, Pages, Published ISBN / ISBN /.

Author: JoJosho Kajijar
Country: Namibia
Language: English (Spanish)
Genre: Marketing
Published (Last): 22 September 2007
Pages: 43
PDF File Size: 10.87 Mb
ePub File Size: 19.94 Mb
ISBN: 663-6-34975-561-3
Downloads: 25845
Price: Free* [*Free Regsitration Required]
Uploader: Feran

Immunization, duration and convexity.

Matematica finanziaria. Esercizi svolti – Giacomo Scandolo – Google Books

Attending students will also be able to participate in the exercises conducted by an external exercitat. Search in the whole University Site.

In the second part the “term structure of interest rate” and the concept of “duration” magematica defined in the framework of the financial markets. The aim of this course is, first of all, to provide the basic elements of classical financial mathematics such as accumulation, discount, annuities, loans, This course presents the basic models for the analysis and evaluation of financial operations, both under conditions of certainty and randomness. The teacher is also available at the student reception.


Organisation Governance Committees Offices and facilities services Department facilities. Immunization, duration and convexity.

Financial mathematics (2018/2019)

Choice criteria among cash flows: Esercizi svolti”, Amon Edizioni, PhD programmes and postgraduate training. Research in brief Research strategies. Course statistics – enrollment and graduations data. Then both theoretical and practical tools for the valuation of financial instruments, in particular bonds, are provided within the usual framework of perfectly competitive markets, free of arbitrage opportunities.

Biblioteche Servizi online Webmail. Coupon bonds and term structure.

The results will be verified by means of both a written and an oral examination, aimed at ensuring knowledge of the topics listed in the program and the ability to apply theory and methods to problem solving. Teaching services News for students News for students Erasmus tutoring service Teaching office. Constrained optimization techniques Giwcomo Covariance matrix and efficient portfolios with N stocks. Course news Seminars related to the course. Constrained optimization techniques Lagrange Covariance matrix and efficient portfolios with N stocks.

Present and future value. Courses Bachelor’s degrees Master’s degrees Master’s degrees no longer running.


Attending and non-attending students will be able to count on the material provided to the teacher: Simple and compound interest. Coupon bonds and term structure. The exam consists of a written test to solve a number of practical problems to ensure the achievement of the learning objectives for both attending and non-attending students.


Finally, in the third part the fundamental results of the classical semi-deterministic immunization theory are supplied. Basic knowledge of calculus and linear algebra is required. In the second part the “term structure of interest rates” and the concept of “duration” are defined in the framework of the financial markets. Quick links Contacts People Places Faculty representatives.

Piazzale Europa, 1 – – Trieste, Italia – Tel. The contents of this course will be necessary both for actuarial mathematics and for more advanced financial mathematics courses such as, eg, mathematical finance.

Mutui e obbligazioni”, il Mulino, Other technical support is available trough Moodle. Risk aversion and Markowitz criterium.