The course will take place with lectures in which the theoretical topics and the methods of solution of the exercises will be discussed. During the lessons exercises can be assigned both for individual study and to solve in the classroom. Exercises’ sessions will be held during the semester.
Contents
The course will be held with lectures in which we will discuss the theoretical arguments and the methods of solution of the exercises. During classes, exercises will be proposed both for self assessment and class work. Main topics cover: • Probability: different approaches to the definition and study. (7h) • random experiments, events, probability, Bayes' Theorem. (10h) • Random numbers: probability distribution and their moments (10h) • Expected value and variance of a linear (affine) transformation of a random vector (7h) • Expected utility theory (8h) • Capitalization and discounting: financial laws, financial laws in one and two variables. (7h) • Standard Financial Contracts: depreciation, leasing and installment plans.(6h) • legal indicators: TAN, APR, ISC.(4h) • Financial valuations of non random investments.(5h) • Term structure of interest rates and fixed-income securities.(5h) • Financial immunization.(3h)
Course Language
Italian
More information
On the e-learning page of the coursehttps://elearning.uninsubria.it/course/view.php?id=18967 general information on the course, the materials of the lessons, the exams of the previous years, the exercises and any additional exercises will be made available. Students are invited to consult it periodically. It is possible to ask for clarification at the end of each lecture or during the office hour. Students can also fix an appointment by sending an email at the address: matteo.rocca@uninsubria.it (for part II) asmerilda.hitaj@uninsubria.it and fabio.vanni@uninsubria.it (for part I)
