1000563 - MATEMATICA FINANZIARIA

courses
ID:
1000563
Duration (hours):
30
CFU:
5
SSD:
Mathematics for Economics, Actuarial Studies and Finance
Located in:
REGGIO DI CALABRIA
Url:
Law/comune Year: 1
Year:
2025

Overview

Date/time interval

Secondo Ciclo Semestrale (16/02/2026 - 08/05/2026)

Syllabus

Course Objectives

The course aims to promote knowledge of the main models, methods, evaluation criteria and decision criteria for the analysis of problems falling within modern Mathematical Finance. The objective that we intend to pursue is to make the recipient of the course acquire specific technical knowledge that can be used immediately by him, after obtaining the degree, on the labor market in the banking and insurance sector or for the free profession (global financial advice, corporate financial advice, etc.)


Dublin Descriptors:      



  1. Knowledge and understanding;
  2. Applying knowledge and understanding;
  3. Making judgments;
  4. Communication skills;
  5. Learning skills.

Course Prerequisites

Elements of basic mathematics and statistics


Teaching Methods


  • Ex cathedra lectures.
  • Guided exercises.



Assessment Methods

The exam is divided into two distinct moments:


  • A two-hour written test, where problems relating to the program carried out are proposed.
  • An oral interview.


Access to the oral interview is subject to passing the written test.



Texts

  • Peccati-Luciano-D'Amico: Calcolo finanziario: temi di base e temi moderni, EGEA Bocconi, Milano, 2011
  • Stefani -Torriero A-Zambruno, Elementi di Matematica finanziaria e cenni di programmazione lineare, IV ed., Giappichelli, 2011.
  • C. Crenca, P. Fersini, G. Melisi, G. Olivieri, M. Pelle, Elementi di Matematica Finanziaria, Pearson.

Contents

  • Capitalization and discounting. The fundamental quantities of financial calculation interest, amount, discount, current value; interest rate, discount rate. Relations between the fundamental quantities. The main financial regimes. Comparisons between the three financial regimes. Interest rates. Continuous capitalization law.
  • Annuities and Depreciation. Annuities Definitions and classification. Present value and amount of an annuity. Study of the main types of annuities: deferred, immediate (temporary and perpetual); postponed, deferred (temporary and perpetual); anticipated, immediate (temporary and perpetual), anticipated, deferred (temporary and perpetual). Split annuities. The annuities continue. Amortization Fundamental parameters: repayment or amortization schedule, principal amount, residual debt, closing condition, residual value, bare ownership, usufruct. Study of the main types of depreciation: advanced and deferred installments; deferred installments with advance of interest; Italian adm.; French adm.; American adm.
  • Financial choices. T.I.R. and REA Definition and calculation. Problems of choosing between certain alternative projects. IRR criterion and REA
  • Duration and immunization.

More information

Evaluation criteria


  • 30 cum laude: complete, in-depth and critical knowledge of the topics, excellent language skills, complete and original interpretative ability, full ability to independently apply knowledge to solve the proposed problems;
  • 28 - 30: complete and in-depth knowledge of the topics, excellent language skills, complete and effective interpretative skills, able to independently apply the knowledge to solve the proposed problems;
  • 24 - 27: knowledge of the topics with a good degree of mastery, good command of the language, correct and sure interpretative ability, good ability to correctly apply most of the knowledge to solve the proposed problems;
  • 20 - 23: adequate knowledge of the topics but limited mastery of the same, satisfactory language skills, correct interpretative ability, more than sufficient ability to independently apply the knowledge to solve the proposed problems;
  • 18 - 19: basic knowledge of the main topics, basic knowledge of the technical language, sufficient interpretative ability, sufficient ability to apply the acquired basic knowledge;
  • Insufficient: does not have an acceptable knowledge of the topics covered during the Course



Degrees

Degrees

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People

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Main module

FINANCIAL MATHEMATICS