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Glossary
Semester (Sem)
1First Semester
2Second Semester
AAnnual course
Educational activities
CSimilar or integrative activities
Language
Course completely offered in italian
Course completely offered in english
--Not available
Innovative teaching
The credits shown next to this symbol indicate the part of the course CFUs provided with Innovative teaching.
These CFUs include:
  • Subject taught jointly with companies or organizations
  • Blended Learning & Flipped Classroom
  • Massive Open Online Courses (MOOC)
  • Soft Skills
Course Details
Context
Academic Year 2014/2015
School School of Industrial and Information Engineering
Name (Master of Science degree)(ord. 270) - MI (403) Mathematical Engineering
Track MSC - Scienze computazionali per l'ingegneria
Programme Year 2

Course Details
ID Code 095980
Course Title MATHEMATICAL FINANCE II
Course Type Mono-Disciplinary Course
Credits (CFU / ECTS) 8.0
Semester Second Semester
Course Description The aim of the course is to introduce the students into the arbitrage theory in continuous time and into the valuation methods for financial derivatives. The main subjects are the valuation of european, american and exotic options in the Black-Scholes framework and the valuation of bonds in different interest rates models.
Scientific-Disciplinary Sector (SSD)
Educational activities SSD Code SSD Description CFU
C
SECS-S/06
MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES
8.0

Schedule, add and removeAlphabetical groupProfessorLanguageCourse details
From (included)To (excluded)
--AZZZZSgarra Carlo
manifesti v. 3.1.9 / 3.1.9
Area Servizi ICT
10/12/2019