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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 2018/2019
School School of Industrial and Information Engineering
Name (Bachelor of Science degree)(ord. 270) - MI (365) Mathematical Engineering
Track MFO - Formativo
Programme Year 3

Course Details
ID Code 052491
Course Title MATHEMATICAL FINANCE I
Course Type Mono-Disciplinary Course
Credits (CFU / ECTS) 10.0
Semester Second Semester
Course Description The purpose of the course is to give a presentation of modern financial markets theory with emphasis on portfolio choices and equilibrium/no arbitrage asset pricing models. Two period (CAPM and APT) and multiperiod models are presented. A discussion on empirical evidence of models is provided.
Scientific-Disciplinary Sector (SSD)
Educational activities SSD Code SSD Description CFU
C
SECS-S/06
MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES
10.0
Innovative teaching The course includes  2.0  credits in Innovative Teaching as follows:
  • Blended Learning & Flipped Classroom
  • MOOC

Schedule, add and removeAlphabetical groupProfessorLanguageCourse details
From (included)To (excluded)
--AZZZZBarucci Emilio
manifesti v. 3.4.13 / 3.4.13
Area Servizi ICT
24/07/2021