Study-unit FINANCIAL MATHEMATICS

Course name Business administration
Study-unit Code 20004209
Location TERNI
Curriculum Comune a tutti i curricula
Lecturer Flavio Angelini
Lecturers
  • Flavio Angelini
Hours
  • 63 ore - Flavio Angelini
CFU 9
Course Regulation Coorte 2023
Supplied 2024/25
Supplied other course regulation
Learning activities Caratterizzante
Area Statistico-matematico
Sector SECS-S/06
Type of study-unit Obbligatorio (Required)
Type of learning activities Attività formativa monodisciplinare
Language of instruction Italian
Contents Basic concepts in interest rate theory and main securities of interest rate market.
Reference texts F. Angelini,
Fondamenti di matematica finanziaria, Maggioli 2024
Educational objectives The student should get acquainted with the basic concepts and securities of interest rate market and be able to solve concrete problems.
Prerequisites Matematica Generale
Teaching methods Theoretical lessons and applications
Other information Course Web page on Elearning UniStudium platform
Learning verification modality Written and oral exam
Extended program Basic concepts. Interest and capital. Present and future value. Internal rate of return. Coupon bond and mortgages. Rating. Floating rate notes. The term structure of intrerest rates. Yield curve and zero coupon curve.