Vectors, matrices and linear spaces. Linear systems.
Financial oprations and laws. Spot and forward interest rates. Annuities and amortization schedules. Choice criteria for investment operations. Zero coupon bonds and coupon bonds. Term structure of interest rates.
Course Content - Last names D-L
Vectors, matrices and linear spaces. Linear systems.
Financial oprations and laws. Spot and forward interest rates. Annuities and amortization schedules. Choice criteria for investment operations. Zero coupon bonds and coupon bonds. Duration e convexity..
Course Content - Last names M-P
Vectors, matrices and linear spaces. Linear systems.
Financial oprations and laws. Spot and forward interest rates. Annuities and amortization schedules. Choice criteria for investment operations. Zero coupon bonds and coupon bonds. Term structure of interest rates.
Course Content - Last names Q-Z
Vectors, matrices, linear vector spaces. Linear systems. Financial regimes. Forward and spot rates.
Amortsation plans. Criteria for optimal investment choices. Obligations. Term structure of interest rates.
For Linear Algebra:
"Metodi Matematici per le Scienze Economiche e Sociali", P. Zezza, Carocci Ed., 2009
For Matematica Finanziaria:
"Matematica Finanziaria", G. Scandolo, Amon Ed., 2013
Learning Objectives - Last names A-C
To be able to formalize, in mathematical terms, basic financial problems.
To be able to apply tools from Calculus and Linear Algebra to solve them.
To be able to verify the consistency of the obtained solutions with respect to the firm's strategies or the economic goals.
Learning Objectives - Last names D-L
To be able to formalize, in mathematical terms, basic financial problems.
To be able to apply tools from Calculus and Linear Algebra to solve them.
To be able to verify the consistency of the obtained solutions.
Learning Objectives - Last names M-P
To be able to formalize, in mathematical terms, basic financial problems.
To be able to apply tools from Calculus and Linear Algebra to solve them.
To be able to verify the consistency of the obtained solutions.
Learning Objectives - Last names Q-Z
Obiettivi: Presentare e fare apprezzare la realtà convenzionale della matematica, evidenziandone la rilevanza e la significatività per le applicazioni economico-finanziarie.
Conoscenze: Definizioni e teoremi, concetti e metodi per analizzare e dare risposte efficaci alle problematiche economico-finanziarie.
Competenze: Formalizzazione logico-matematica di problematiche economico-finanziarie.
Prerequisites - Last names A-C
Matematica per le Applicazioni Economiche
Prerequisites - Last names D-L
Matematica per le Applicazioni Economiche
Prerequisites - Last names M-P
Matematica per le Applicazioni Economiche
Prerequisites - Last names Q-Z
Esame di Matematica Applicazioni Economiche
Teaching Methods - Last names A-C
Class lectures in Italian for a total of 48 hours.
Teaching Methods - Last names D-L
Class lectures: 30 hrs; exercise sessions: 18 hrs
Teaching Methods - Last names M-P
Class lectures
Teaching Methods - Last names Q-Z
30 hours class and 18 hours exercise class
Further information - Last names A-C
Students are welcome to enroll at the e-learning course page. Access to the content is restricted by a password that is provided by the teacher.
Further information - Last names D-L
Students are warmly invited to enrol in the Moodle page of the course (''a.y. 17-18, canale D-L''). The password to access it will be provided during the first lecture (or by email).
Further information - Last names M-P
Students are welcome to enroll at the e-learning course page. Access to the content is restricted by a password that is provided by the teacher.
Further information - Last names Q-Z
None
Type of Assessment - Last names A-C
Written test based on three exercises on linear algebra and financial mathematics. Two hours time available. An oral examination could be required by the teacher. See E-Learning page for further details. Weight 100% of the final grade.
Type of Assessment - Last names D-L
Written exam. See E-Learning for details.
Type of Assessment - Last names M-P
Written test. See E-Learning page for details.
Type of Assessment - Last names Q-Z
Written exam. See E-learning page for details.
Course program - Last names D-L
Linear Algebra program:
Vectors on the plane and on the n-dimensional space, scalar product, norm. Linear subspace, affine and convex sets.
Matrices and operations with them, invertible matrices.
Linear systems, Gaus-Jordan solution method.
Independent vectors, bases, dimension of a subspace, rank of a matrix.
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Financial Math program (references are to the textbook “Matematica Finanziaria”, G. Scandolo)
Basic financial operations (chap 1)
Spot and forward rates (chap 2)
Annuities evaluation and debt amortization (chap 3)
Internal rate of returns and choice criteria for financial projects (chap 4)
Bonds, Zero Coupon Bonds and Coupone Bearing Bonds, bond yield (chap 5)
Duration and convexity (chap 7)
Course program - Last names Q-Z
Detailed program
''Matematica Finanziaria''
(you should refer to the book "Matematica Finanziaria", G. Scandolo)
Theory
Chapter 1: All, except Teorema a pag. 31 and relative proof
Chapter 2: All, except paragraph 2.4.5 and section 2.5.
Chapter 3: All, except Gordon model (pag. 84).
Chapter 4: All, except paragraphs 4.1.2 e 4.1.6.
Chapter 5: All, except paragraphs 5.2.6, 5.3.4, 5.3.5, 5.3.7 and section 5.4.