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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 MOD. 1
cod. 1006141

Academic year 2016/17
1° year of course - First semester
Professor
Chiara GUARDASONI
Academic discipline
Analisi numerica (MAT/08)
Field
A scelta dello studente
Type of training activity
Student's choice
48 hours
of face-to-face activities
6 credits
hub: PARMA
course unit
in - - -
lectures timetable unavailable
exam calls

Integrated course unit module: MATHEMATICAL MODELS IN FINANCE

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Learning objectives

- To learn numerical methods for solving financial problems of differential character

- To acquire competence in the analysis of numerical results

Prerequisites

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Course unit content

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

Full programme

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Bibliography

Most of the program is based on:

- 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

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2030 agenda goals for sustainable development

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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