Mathematics Of Finance 2 (2000-2001)

Academic Year of the Course: 
2000-2001
Course: 
20006
Mathematics Of Finance 2
Teaching staff: 
Marco Zecchin
Lucio Crisma
Course Outlines: 
In the first part of the course the basic concepts of the probability theory are introduced. Then, in the framework of the financial markets, the "term structure of interest rate" and the "duration" are defined and the fundamental results of the classical semi-deterministic immunization theory are supplied. The course is concluded with a brief description of forwards, futures and financial options.
Recommended Texts: 
In the first part of the course the basic concepts of the probability theory are introduced. Then, in the framework of the financial markets, the "term structure of interest rate" and the "duration" are defined and the fundamental results of the classical semi-deterministic immunization theory are supplied. The course is concluded with a brief description of forwards, futures and financial options.Franco Moriconi, "Matematica finanziaria", il Mulino, 1994
Last update: 12-11-2013 - 16:32