Advanced Topics in Financial Mathematics
A.Y. 2024/2025
Learning objectives
Two central topics of Mathematical Finance: the theory of risk measures and the valuation of contingent claims in incomplete markets by utility maximization and indifference pricing.
Expected learning outcomes
Methods of convex analysis and optimization. Pricing and hedging of financial instruments.
Lesson period: First semester
Assessment methods: Esame
Assessment result: voto verbalizzato in trentesimi
Single course
This course cannot be attended as a single course. Please check our list of single courses to find the ones available for enrolment.
Course syllabus and organization
Single session
Responsible
Lesson period
First semester
SECS-S/06 - MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES - University credits: 6
Lessons: 42 hours
Professor:
Frittelli Marco
Shifts:
Turno
Professor:
Frittelli MarcoProfessor(s)
Reception:
on appointment
Office 1043, first floor, Math. Dept., Via Saldini 50.