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Financial Mathematics - Folcara Campus
91826 - I
Description
Course program
  • Market structure: spot and forward prices;
  • Term structures of interest rates; 
  • Simple and Compound Interest; 
  • Accumulation and Amount Functions; 
  • The Effective Rate of Interest; 
  • Present Value; 
  • Discount; 
  • Nominal Rates of Interest and Discount; 
  • Financial regimes: simple and compound; 
  • Force of Interest and Discount;
  • Varying Interest;
  • Fractional Periods; 
  • Determining Time Periods; 
  • Unknown Rate of Interest;
  • Annuities: introduction and classification;
  • Present Value of an Ordinary Simple Annuity; 
  • Annuities Due; 
  • Annuity Values on Any Date;
  • Perpetuities;
  • Unknown Time; 
  • Present Value and Unknown Rate of Interest (methods for its approximated calculus); 
  • Varying Interest;
  • Amortization Schedules and Sinking Funds: Introduction; 
  • Amortization of a Debt; 
  • Sinking Funds; 
  • More Advanced Financial Analysis: Yield Curves; 
  • Duration; 
  • Immunization of investments in bonds; 
  • Duration of a coupon bond. Convexity; 
  • Bond portfolios. 
ECTS credits
6
Teaching Language
italiano
Exam Language
italiano
Support Materials Language
italiano
Basic Learning Outcomes
Managing Entity (faculty)
Department of Economics and Law (UNICAS)