Vai al contenuto principale Vai al footer
Università degli Studi di Parma Università degli Studi di Parma
Second cycle degree course in
Mathematics
Università degli Studi di Parma
Department of Mathematical, Physical and Computer Sciences

MATHEMATICAL MODELS IN FINANCE
cod. 1006050

Academic year 2015/16
1° year of course - Second semester
Professor responsible for the course unit
BISI Marzia
integrated course unit
9 credits
hub: PARMA
course unit
in - - -
lectures timetable unavailable
exam calls

Course unit structured in the following modules:

Print

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

- - -