Mathematical Finance 1
A.Y. 2024/2025
Learning objectives
Introduction to Mathematical Finance: option pricing in complete and incomplete markets: the fundamental theorems of asset pricing. Pricing of American contingent claims. Applications.
Expected learning outcomes
Knowledge of contingent claim financial markets and the methodology of option pricing. Hedging of American and European contingent claims.
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: 9
Practicals: 24 hours
Lessons: 49 hours
Lessons: 49 hours
Professor:
Frittelli Marco
Shifts:
Turno
Professor:
Frittelli MarcoProfessor(s)
Reception:
on appointment
Office 1043, first floor, Math. Dept., Via Saldini 50.