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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 2019/2020
School School of Industrial and Information Engineering
Name (Master of Science degree)(ord. 270) - MI (487) Mathematical Engineering
Track MMF - Quantitative Finance
Programme Year 1

Course Details
ID Code 095981
Course Title MATHEMATICAL FINANCE II
Course Type Mono-Disciplinary Course
Credits (CFU / ECTS) 10.0
Semester First Semester
Course Description The purpose of the course is to give a presentation of arbitrage theory for continuous time market models. The course provides an analysis of option pricing models (beyond Black&Scholes), including exotic options and numerical methods, and interest rate models (one and two-factor models), forward curves models, Interest rate swaps.
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

Schedule, add and removeAlphabetical groupProfessorLanguageCourse details
From (included)To (excluded)
--AZZZZSgarra Carlo
manifesti v. 3.3.7 / 3.3.7
Area Servizi ICT
09/07/2020