The objective of the Financial Sciences module is to explore topics for which the basic course on Financial mathematics has already laid the foundations. In this module three main areas will be covered: basic stochastic calculus, derivatives pricing, and derivatives hedging.
The objective of the Actuarial Sciences module is to introduce to life contingencies, the theory behind the actuarial work around life insurance and pension funds and will appeal to the student who likes applied mathematics. In addition to model of life contingencies, various forms of life insurance and their mechanism are discussed in their basic model and it is shown how to calculate net premium and reserves.
Curriculum
Mutuazione: 21210096-1 FINANCIAL AND ACTUARIAL SCIENCES in Finanza e impresa LM-16 GHENO ANDREA
Programma
The course is structured in two modules: Financial Sciences and Actuarial Sciences.The objective of the Financial Sciences module is to explore topics for which the basic course on Financial mathematics has already laid the foundations. In this module three main areas will be covered: basic stochastic calculus, derivatives pricing, and derivatives hedging.
The objective of the Actuarial Sciences module is to introduce to life contingencies, the theory behind the actuarial work around life insurance and pension funds and will appeal to the student who likes applied mathematics. In addition to model of life contingencies, various forms of life insurance and their mechanism are discussed in their basic model and it is shown how to calculate net premium and reserves.
Testi Adottati
Hull, J. (2018) Options, futures and other derivatives, PearsonGerber, H. (2010) Life Insurance Mathematics, Springer
Modalità Erogazione
Lezioni ed esercitazioniModalità Valutazione
The overall assessment is determined by means of a final written exam. N.B. ACCORDING TO THE RECTORAL DECREE 703/2020 (EMERGENCY COVID-19), UNTIL NEW PROVISIONS BY THE UNIVERSITY, THE EXAM WILL BE TAKEN ONLY IN ORAL FORM BY MICROSOFT TEAMS Il giudizio finale è sulla base di un esame scritto. N.B. IN LINEA CON IL DECRETO RETTORALE 703/2020 (EMERGENZA COVID-19), FINO A NUOVE DISPOSIZIONI DA PARTE DELL'ATENEO, L'ESAME SI TERRA' SOLO IN FORMA ORALE SULLA PIATTAFORMA TEAMSMutuazione: 21210096-1 FINANCIAL AND ACTUARIAL SCIENCES in Finanza e impresa LM-16 GHENO ANDREA
Programma
The course is structured in two modules: Financial Sciences and Actuarial Sciences.The objective of the Financial Sciences module is to explore topics for which the basic course on Financial mathematics has already laid the foundations. In this module three main areas will be covered: basic stochastic calculus, derivatives pricing, and derivatives hedging.
The objective of the Actuarial Sciences module is to introduce to life contingencies, the theory behind the actuarial work around life insurance and pension funds and will appeal to the student who likes applied mathematics. In addition to model of life contingencies, various forms of life insurance and their mechanism are discussed in their basic model and it is shown how to calculate net premium and reserves.
Testi Adottati
Hull, J. (2018) Options, futures and other derivatives, PearsonGerber, H. (2010) Life Insurance Mathematics, Springer
Modalità Erogazione
Lezioni ed esercitazioniModalità Valutazione
The overall assessment is determined by means of a final written exam. N.B. ACCORDING TO THE RECTORAL DECREE 703/2020 (EMERGENCY COVID-19), UNTIL NEW PROVISIONS BY THE UNIVERSITY, THE EXAM WILL BE TAKEN ONLY IN ORAL FORM BY MICROSOFT TEAMS Il giudizio finale è sulla base di un esame scritto. N.B. IN LINEA CON IL DECRETO RETTORALE 703/2020 (EMERGENZA COVID-19), FINO A NUOVE DISPOSIZIONI DA PARTE DELL'ATENEO, L'ESAME SI TERRA' SOLO IN FORMA ORALE SULLA PIATTAFORMA TEAMSProgramma
The course is structured in two modules: Financial Sciences and Actuarial Sciences.The objective of the Financial Sciences module is to explore topics for which the basic course on Financial mathematics has already laid the foundations. In this module three main areas will be covered: basic stochastic calculus, derivatives pricing, and derivatives hedging.
The objective of the Actuarial Sciences module is to introduce to life contingencies, the theory behind the actuarial work around life insurance and pension funds and will appeal to the student who likes applied mathematics. In addition to model of life contingencies, various forms of life insurance and their mechanism are discussed in their basic model and it is shown how to calculate net premium and reserves.
Testi Adottati
Hull, J. (2018) Options, futures and other derivatives, PearsonGerber, H. (2010) Life Insurance Mathematics, Springer
Bibliografia Di Riferimento
Luenberger, D., Investment Science, OUP, 2013Modalità Erogazione
Lezioni ed esercitazioniModalità Valutazione
The overall assessment is determined by means of a final written exam. N.B. ACCORDING TO THE RECTORAL DECREE 703/2020 (EMERGENCY COVID-19), UNTIL NEW PROVISIONS BY THE UNIVERSITY, THE EXAM WILL BE TAKEN ONLY IN ORAL FORM BY MICROSOFT TEAMS Il giudizio finale è sulla base di un esame scritto. N.B. IN LINEA CON IL DECRETO RETTORALE 703/2020 (EMERGENZA COVID-19), FINO A NUOVE DISPOSIZIONI DA PARTE DELL'ATENEO, L'ESAME SI TERRA' SOLO IN FORMA ORALE SULLA PIATTAFORMA TEAMSMutuazione: 21210096-1 FINANCIAL AND ACTUARIAL SCIENCES in Finanza e impresa LM-16 GHENO ANDREA
Programma
The course is structured in two modules: Financial Sciences and Actuarial Sciences.The objective of the Financial Sciences module is to explore topics for which the basic course on Financial mathematics has already laid the foundations. In this module three main areas will be covered: basic stochastic calculus, derivatives pricing, and derivatives hedging.
The objective of the Actuarial Sciences module is to introduce to life contingencies, the theory behind the actuarial work around life insurance and pension funds and will appeal to the student who likes applied mathematics. In addition to model of life contingencies, various forms of life insurance and their mechanism are discussed in their basic model and it is shown how to calculate net premium and reserves.
Testi Adottati
Hull, J. (2018) Options, futures and other derivatives, PearsonGerber, H. (2010) Life Insurance Mathematics, Springer
Bibliografia Di Riferimento
Luenberger, D., Investment Science, OUP, 2013Modalità Erogazione
Lezioni ed esercitazioniModalità Valutazione
The overall assessment is determined by means of a final written exam. N.B. ACCORDING TO THE RECTORAL DECREE 703/2020 (EMERGENCY COVID-19), UNTIL NEW PROVISIONS BY THE UNIVERSITY, THE EXAM WILL BE TAKEN ONLY IN ORAL FORM BY MICROSOFT TEAMS Il giudizio finale è sulla base di un esame scritto. N.B. IN LINEA CON IL DECRETO RETTORALE 703/2020 (EMERGENZA COVID-19), FINO A NUOVE DISPOSIZIONI DA PARTE DELL'ATENEO, L'ESAME SI TERRA' SOLO IN FORMA ORALE SULLA PIATTAFORMA TEAMSMutuazione: 21210096-1 FINANCIAL AND ACTUARIAL SCIENCES in Finanza e impresa LM-16 GHENO ANDREA
Programma
The course is structured in two modules: Financial Sciences and Actuarial Sciences.The objective of the Financial Sciences module is to explore topics for which the basic course on Financial mathematics has already laid the foundations. In this module three main areas will be covered: basic stochastic calculus, derivatives pricing, and derivatives hedging.
The objective of the Actuarial Sciences module is to introduce to life contingencies, the theory behind the actuarial work around life insurance and pension funds and will appeal to the student who likes applied mathematics. In addition to model of life contingencies, various forms of life insurance and their mechanism are discussed in their basic model and it is shown how to calculate net premium and reserves.
Testi Adottati
Hull, J. (2018) Options, futures and other derivatives, PearsonGerber, H. (2010) Life Insurance Mathematics, Springer
Bibliografia Di Riferimento
Luenberger, D., Investment Science, OUP, 2013Modalità Erogazione
Lezioni ed esercitazioniModalità Valutazione
The overall assessment is determined by means of a final written exam. N.B. ACCORDING TO THE RECTORAL DECREE 703/2020 (EMERGENCY COVID-19), UNTIL NEW PROVISIONS BY THE UNIVERSITY, THE EXAM WILL BE TAKEN ONLY IN ORAL FORM BY MICROSOFT TEAMS Il giudizio finale è sulla base di un esame scritto. N.B. IN LINEA CON IL DECRETO RETTORALE 703/2020 (EMERGENZA COVID-19), FINO A NUOVE DISPOSIZIONI DA PARTE DELL'ATENEO, L'ESAME SI TERRA' SOLO IN FORMA ORALE SULLA PIATTAFORMA TEAMSMutuazione: 21210096-1 FINANCIAL AND ACTUARIAL SCIENCES in Finanza e impresa LM-16 GHENO ANDREA
Programma
The course is structured in two modules: Financial Sciences and Actuarial Sciences.The objective of the Financial Sciences module is to explore topics for which the basic course on Financial mathematics has already laid the foundations. In this module three main areas will be covered: basic stochastic calculus, derivatives pricing, and derivatives hedging.
The objective of the Actuarial Sciences module is to introduce to life contingencies, the theory behind the actuarial work around life insurance and pension funds and will appeal to the student who likes applied mathematics. In addition to model of life contingencies, various forms of life insurance and their mechanism are discussed in their basic model and it is shown how to calculate net premium and reserves.
Testi Adottati
Hull, J. (2018) Options, futures and other derivatives, PearsonGerber, H. (2010) Life Insurance Mathematics, Springer
Bibliografia Di Riferimento
Luenberger, D., Investment Science, OUP, 2013Modalità Erogazione
Lezioni ed esercitazioniModalità Valutazione
The overall assessment is determined by means of a final written exam. N.B. ACCORDING TO THE RECTORAL DECREE 703/2020 (EMERGENCY COVID-19), UNTIL NEW PROVISIONS BY THE UNIVERSITY, THE EXAM WILL BE TAKEN ONLY IN ORAL FORM BY MICROSOFT TEAMS Il giudizio finale è sulla base di un esame scritto. N.B. IN LINEA CON IL DECRETO RETTORALE 703/2020 (EMERGENZA COVID-19), FINO A NUOVE DISPOSIZIONI DA PARTE DELL'ATENEO, L'ESAME SI TERRA' SOLO IN FORMA ORALE SULLA PIATTAFORMA TEAMSMutuazione: 21210096-1 FINANCIAL AND ACTUARIAL SCIENCES in Finanza e impresa LM-16 GHENO ANDREA
Programma
The course is structured in two modules: Financial Sciences and Actuarial Sciences.The objective of the Financial Sciences module is to explore topics for which the basic course on Financial mathematics has already laid the foundations. In this module three main areas will be covered: basic stochastic calculus, derivatives pricing, and derivatives hedging.
The objective of the Actuarial Sciences module is to introduce to life contingencies, the theory behind the actuarial work around life insurance and pension funds and will appeal to the student who likes applied mathematics. In addition to model of life contingencies, various forms of life insurance and their mechanism are discussed in their basic model and it is shown how to calculate net premium and reserves.
Testi Adottati
Hull, J. (2018) Options, futures and other derivatives, PearsonGerber, H. (2010) Life Insurance Mathematics, Springer
Bibliografia Di Riferimento
Luenberger, D., Investment Science, OUP, 2013Modalità Erogazione
Lezioni ed esercitazioniModalità Valutazione
The overall assessment is determined by means of a final written exam. N.B. ACCORDING TO THE RECTORAL DECREE 703/2020 (EMERGENCY COVID-19), UNTIL NEW PROVISIONS BY THE UNIVERSITY, THE EXAM WILL BE TAKEN ONLY IN ORAL FORM BY MICROSOFT TEAMS Il giudizio finale è sulla base di un esame scritto. N.B. IN LINEA CON IL DECRETO RETTORALE 703/2020 (EMERGENZA COVID-19), FINO A NUOVE DISPOSIZIONI DA PARTE DELL'ATENEO, L'ESAME SI TERRA' SOLO IN FORMA ORALE SULLA PIATTAFORMA TEAMSMutuazione: 21210096-1 FINANCIAL AND ACTUARIAL SCIENCES in Finanza e impresa LM-16 GHENO ANDREA
Programma
The course is structured in two modules: Financial Sciences and Actuarial Sciences.The objective of the Financial Sciences module is to explore topics for which the basic course on Financial mathematics has already laid the foundations. In this module three main areas will be covered: basic stochastic calculus, derivatives pricing, and derivatives hedging.
The objective of the Actuarial Sciences module is to introduce to life contingencies, the theory behind the actuarial work around life insurance and pension funds and will appeal to the student who likes applied mathematics. In addition to model of life contingencies, various forms of life insurance and their mechanism are discussed in their basic model and it is shown how to calculate net premium and reserves.
Testi Adottati
Hull, J. (2018) Options, futures and other derivatives, PearsonGerber, H. (2010) Life Insurance Mathematics, Springer
Bibliografia Di Riferimento
Luenberger, D., Investment Science, OUP, 2013Modalità Erogazione
Lezioni ed esercitazioniModalità Valutazione
The overall assessment is determined by means of a final written exam. N.B. ACCORDING TO THE RECTORAL DECREE 703/2020 (EMERGENCY COVID-19), UNTIL NEW PROVISIONS BY THE UNIVERSITY, THE EXAM WILL BE TAKEN ONLY IN ORAL FORM BY MICROSOFT TEAMS Il giudizio finale è sulla base di un esame scritto. N.B. IN LINEA CON IL DECRETO RETTORALE 703/2020 (EMERGENZA COVID-19), FINO A NUOVE DISPOSIZIONI DA PARTE DELL'ATENEO, L'ESAME SI TERRA' SOLO IN FORMA ORALE SULLA PIATTAFORMA TEAMS