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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 2015/2016
School School of Industrial and Information Engineering
Name (Master of Science degree)(ord. 270) - MI (487) Mathematical Engineering
Track MCS - Computational Science and Engineering
Programme Year 2

Course Details
ID Code 098388
Course Title MATHEMATICAL MODELS AND METHODS FOR FINANCIAL AND INSURANCE MARKETS
Course Type Mono-Disciplinary Course
Credits (CFU / ECTS) 8.0
Semester Second Semester
Course Description The program of the course is devoted to the anlayisis of mathematical models and methods for financial and insurance markets. As far as financial markets is concerned, the topics covered in the course include time series analysis for financial markets (discrete time and continuous time), estimation of factor models, empirical tests of the main asset pricing models (CAPM, APT) and for option pricing and interest rate (Black&Scholes, stochastic volatility models). As far as insurance models is concerned, the course is mainly devoted to the analysis of life insurance contracts, of general insurance models and of risk management in insurance companies (Solvency II).
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)
--AZZZZBarucci Emilio
manifesti v. 3.3.7 / 3.3.7
Area Servizi ICT
09/08/2020