MATHEMATICAL MODELS IN FINANCE
cod. 1006050

Academic year 2015/16
2° year of course - Second semester
Professor responsible for the course unit
Marzia BISI
integrated course unit
9 credits
hub: PARMA
course unit
in - - -

Course unit structured in the following modules:

Learning objectives

To learn numerical methods for solving financial problems of differential character
- To acquire competence in the analysis of numerical results

Prerequisites

- - -

Course unit content

Numerical methods for differential problems linked to the Black-Scholes equations for the evaluation of financial options.

Full programme

- - -

Bibliography

La maggior parte del programma è basato su:
- P.Wilmott, J. Dewynne and S. Howison, 'Option Pricing', Oxford Financial Press, 1993
- R. Seydel, 'Tools for Computational Finance', Springer, 2009

Teaching methods

Lectures and laboratory

Assessment methods and criteria

Oral exam with any term paper.

Other information

- - -

2030 agenda goals for sustainable development

- - -

Contacts

Toll-free number

800 904 084

Segreteria studenti

E. segreteria.scienze@unipr.it
T. +39 0521 905116

Quality assurance office

Education manager
dott.ssa Giulia Bonamartini

T. +39 0521 906968
Office E. smfi.didattica@unipr.it
Manager E.giulia.bonamartini@unipr.it

President of the degree course

Prof. Luca Lorenzi
E. luca.lorenzi@unipr.it

Faculty advisor

Prof. Luca Lorenzi
E. luca.lorenzi@unipr.it

Career guidance delegate

Prof. Francesco Morandin
E. francesco.morandin@unipr.it

Tutor Professors

Prof.ssa Alessandra Aimi
E. alessandra.aimi@unipr.it

Prof. Luca Lorenzi
E. luca.lorenzi@unipr.it

Prof. Adriano Tomassini
E. adriano.tomassini@unipr.it

 

Erasmus delegates

Prof. Leonardo Biliotti
E. leonardo.biliotti@unipr.it

Quality assurance manager

Prof.ssa Alessandra Aimi
E. alessandra.aimi@unipr.it

Internships

Prof. Costantino Medori
E.
 costantino.medori@unipr.it

Tutor students

Dott.ssa Fabiola Ricci
E. fabiola.ricci1@studenti.unipr.it