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Glossary
Semester (Sem)
1First Semester
2Second Semester
AAnnual course
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 2020/2021
School School of Industrial and Information Engineering
Name (Master of Science degree)(ord. 270) - BV (479) Management Engineering
Track AM - INDUSTRY 4.0
Programme Year 2

Course Details
ID Code 055893
Course Title ADVANCED MATHEMATICAL MODELS IN FINANCE
Course Type Mono-Disciplinary Course
Credits (CFU / ECTS) 5.0
Semester Second Semester
Course Description The course will allow the student to address portfolio decisions designing an asset management strategy; to understand equilibrium and no arbitrage pricing techniques (stocks and derivatives); to understand how to manage risk through mathematical models. More in detail, the student will learn To build the portfolio frontier and to define an asset management strategy; To use equilibrium and no arbitrage techniques for pricing stocks; To price and hedge financial derivatives (equity and interest rate); To find proper modeling assumption to describe a financial asset (stock, interest rate, volatility, commodities, etc.); To know how to manage risk of stocks financial derivatives in a financial institution.
Scientific-Disciplinary Sector (SSD)
Educational activities SSD Code SSD Description CFU
--
SECS-S/06
MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES
5.0

Schedule, add and removeAlphabetical groupLecturer(s)LanguageTeaching Assignment Details
From (included)To (excluded)
---AZZZZBarucci Emilio---
manifesti v. 3.7.7 / 3.7.7
Area Servizi ICT
24/03/2025