Learning objectives
At the end of the course, the student will be able to perform the basic quantitative assessment of financial securities and credit instruments, to compare the prices of fixed-income securities and to describe a problem of choice based upon financial criteria.
Prerequisites
It is advisable to have a good acquaintance with the contents of the General Mathematics course.
Course unit content
The course aims at introducing the most basic quantitative methods and models to evaluate:<br />
<ul>
<li>financial securities and credit instruments;</li>
<li>future flows (originated by securities, production activities, a general business and so on);</li>
<li>the structure of fixed-income securities and of their yield.</li>
</ul>
Furthermore, some models for managing investments under interest rate or financial risk are encompassed.
Full programme
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Bibliography
E. Castagnoli, L. Peccati: <em>Matematica in Azienda (1 - Calcolo finanziario con applicazioni)</em>, terza edizione, EGEA 2002.<br />
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Additional material is available in the homepages of the teacher and of prof. Annamaria Olivieri.
Teaching methods
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Assessment methods and criteria
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Other information
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