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- Financial Mathematics - Frosinone Campus
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91826 - II
- Description
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Course program
- Future value.
- Present value.
- Interest.
- Discount.
- Accumulation function.
- Discount factor.
- Effective interest and discount rates.
- Financial regimes: simple and compound.
- Nominal interest rate convertible monthly.
- Force of interest.
- Annuities: introduction and classification.
- Future and present value of annuities-immediate, annuities-due, perpetuities, annuities payable monthly.
- Unknown time of an annuity.
- Unknown rate of interest of an annuity (methods for its approximated calculus).
- Bond portfolios.
- Loan agreement.
- Terms of loan.
- Outstanding balance.
- Loan amortization schedules: different repayment schemes.
- Bond valuation.
- Determination of bond price.
- Amortization of a bond.
- Callable Bonds: Optional Redemption Dates.
- Applications.
- Measuring the rate of return of an investment.
- Internal Rate of Return Defined and Net Present Value.
- Applications.
- Market structure: spot and forward prices.
- Term structures of interest rates.
- More advanced financial analysis: yield curves.
- Duration: definition and properties.
- Cash-flow matching.
- Volatility.
- Convexity.
- Crédits ECTS
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6
- Langue d'enseignement
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italiano
- Langue d'examen
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italiano
- Langue des supports pédagogiques
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italiano
- Acquis d'apprentissage fondamentaux
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- Entité de gestion (faculté)
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Department of Economics and Law (UNICAS)
