Università degli Studi di Perugia

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Unit FINANCIAL MATHEMATICS

Course
Business administration
Study-unit Code
20004209
Location
TERNI
Curriculum
In all curricula
Teacher
Flavio Angelini
Teachers
  • Flavio Angelini - Didattica Ufficiale
Hours
  • 63 ore - Didattica Ufficiale - Flavio Angelini
CFU
9
Course Regulation
Coorte 2017
Offered
2018/19
Learning activities
Caratterizzante
Area
Statistico-matematico
Sector
SECS-S/06
Type of study-unit
Obbligatorio (Required)
Type of learning activities
Attività formativa monodisciplinare
Language of instruction
Italian
Contents
Basic concepts in interest rate theory and main securities of interest rate market.
Reference texts
D. G. Luenberger, Introduzione alla matematica finanziaria, Apogeo 2015
Educational objectives
The student should get acquainted with the basic concepts and securities of interest rate market and be able to solve concrete problems.
Prerequisites
Matematica Generale
Teaching methods
Theoretical lessons and applications
Other information
Course Web page on Elearning UniStudium platform
https://www.unistudium.unipg.it/unistudium/course/view.php?id=12141
Learning verification modality
Written and oral exam
Extended program
Basic concepts. Interest and capital. Present and future value. Internal rate of return. Coupon bond and mortgages. Rating. Floating rate notes. The term structure of intrerest rates. Yield curve and zero coupon curve.
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