Mathematics Of Finance (2000-2001) | Department of Economic, Business, Mathematical and Statistical Sciences "Bruno de Finetti" (DEAMS)

Academic Year of the Course:

2000-2001

Mathematics Of Finance

Teaching staff:

Antonella Basso

Course Outlines:

Part I. Linear algebra: Vectors of Rn. Matrices. Systems of linear equations. Functions of many variables: Continuity, limits e differentiability. Omogeneus functions. Implicit functions. Quadratic forms. Maxima and minima. Constrained maxima and minima (Lagrange multipliers). Part II. Mathematics of finance: Financial laws. Certain annuities. Amortization schedules. Bonds. Criteria for investments selection.

Recommended Texts:

Part I. Linear algebra: Vectors of Rn. Matrices. Systems of linear equations. Functions of many variables: Continuity, limits e differentiability. Omogeneus functions. Implicit functions. Quadratic forms. Maxima and minima. Constrained maxima and minima (Lagrange multipliers). Part II. Mathematics of finance: Financial laws. Certain annuities. Amortization schedules. Bonds. Criteria for investments selection.A. Basso, P. Pianca, "Funzioni di più variabili", Giappichelli, Torino, 1999.A. Basso, P. Pianca, "Appunti di matematica finanziaria", CEDAM, Padova, 1999 (chapters 1-6, 8).