Università degli Studi di Napoli "Parthenope"

Teaching schedule

Academic year: 
2017/2018
Belonging course: 
Course of Master's Degree Programme on ADMINISTRATION, FINANCE AND BUSINESS CONSULTING
Location: 
Napoli
Disciplinary sector: 
MATHEMATICAL METHODS OF ECONOMY, FINANCE AND ACTUARIAL SCIENCES (SECS-S/06)
Language: 
Italian
Credits: 
6
Year of study: 
1
Teachers: 
Cycle: 
Second semester
Hours of front activity: 
48

Language

Italian

Course description

The objective of the course is the study of basic models of financial mathematics under certainty conditions, and aims at providing theoretical notions and operational capacities that enable to solve the main financial problem that arise in business and financial markets.

At the end of the course, the student will be able to solve the problems regarding the most common financial operations and the choice between several financial or business plans.

Prerequisites

Solid understanding of algebra; Differential and integration calculus for function at one or two variables.

Syllabus

Basic financial calculus. Evaluation of cah flows. Accumulation plans. Amortization of loans: Annuities and loan amortizations under Italian and French plan.
Evaluation criteria for investments and financial projects. Discussion and limits of different models. Temporal indices and indices of variability. Duration. Bonds. The term structure of
interest rates. Elements of financial immunization. Elements of the portfolio theory.

Basic financial calculus. Evaluation of cah flows. Accumulation plans. Amortization of loans: Annuities and loan amortizations under Italian and French plan.
Evaluation criteria for investments and financial projects. Discussion and limits of different models. Temporal indices and indices of variability. Duration. Bonds. The term structure of
interest rates. Elements of financial immunization. Elements of the portfolio theory.

Teaching Methods

Frontal lections. Lab activities to develop Excel-based software procedures to solve financial problems.

Textbooks

R.L. D`ECCLESIA - L. GARDINI, APPUNTI DI MATEMATICA FINANZIARIA, Giappichelli.

Learning assessment

Questions/exercises assigned; middle course exam, final exam: written and interview.

More information