Programme

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.

Core Documentation

Hull, J. (2018) Options, futures and other derivatives, Pearson
Gerber, H. (2010) Life Insurance Mathematics, Springer

Type of delivery of the course

Lectures and classes N.B. During the period of the health emergency from COVID-19, all the provisions governing the methods of carrying out teaching activities (and student evaluation) will be implemented. In particular, in case of need for distance learning, the Teams platform will be used. Please view the institutional information channels prepared by the University for the purpose of timely knowledge of the emergency measures in force.

Type of evaluation

The overall assessment is determined by means of a final written exam. N.B. During the period of the health emergency from COVID-19, all the provisions governing the methods of carrying out teaching activities (and student evaluation) will be implemented. In particular, in case of need for distance learning, the Teams platform will be used. Please view the institutional information channels prepared by the University for the purpose of timely knowledge of the emergency measures in force.

Programme

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.

Core Documentation

Hull, J. (2018) Options, futures and other derivatives, Pearson
Gerber, H. (2010) Life Insurance Mathematics, Springer

Type of delivery of the course

Lectures and classes N.B. During the period of the health emergency from COVID-19, all the provisions governing the methods of carrying out teaching activities (and student evaluation) will be implemented. In particular, in case of need for distance learning, the Teams platform will be used. Please view the institutional information channels prepared by the University for the purpose of timely knowledge of the emergency measures in force.

Type of evaluation

The overall assessment is determined by means of a final written exam. N.B. During the period of the health emergency from COVID-19, all the provisions governing the methods of carrying out teaching activities (and student evaluation) will be implemented. In particular, in case of need for distance learning, the Teams platform will be used. Please view the institutional information channels prepared by the University for the purpose of timely knowledge of the emergency measures in force.

Programme

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.

Core Documentation

Hull, J. (2018) Options, futures and other derivatives, Pearson
Gerber, H. (2010) Life Insurance Mathematics, Springer

Reference Bibliography

Luenberger, D., Investment Science, OUP, 2013

Type of delivery of the course

Lectures and classes N.B. During the period of the health emergency from COVID-19, all the provisions governing the methods of carrying out teaching activities (and student evaluation) will be implemented. In particular, in case of need for distance learning, the Teams platform will be used. Please view the institutional information channels prepared by the University for the purpose of timely knowledge of the emergency measures in force.

Type of evaluation

The overall assessment is determined by means of a final written exam. N.B. During the period of the health emergency from COVID-19, all the provisions governing the methods of carrying out teaching activities (and student evaluation) will be implemented. In particular, in case of need for distance learning, the Teams platform will be used. Please view the institutional information channels prepared by the University for the purpose of timely knowledge of the emergency measures in force.

Programme

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.

Core Documentation

Hull, J. (2018) Options, futures and other derivatives, Pearson
Gerber, H. (2010) Life Insurance Mathematics, Springer

Reference Bibliography

Luenberger, D., Investment Science, OUP, 2013

Type of delivery of the course

Lectures and classes N.B. During the period of the health emergency from COVID-19, all the provisions governing the methods of carrying out teaching activities (and student evaluation) will be implemented. In particular, in case of need for distance learning, the Teams platform will be used. Please view the institutional information channels prepared by the University for the purpose of timely knowledge of the emergency measures in force.

Type of evaluation

The overall assessment is determined by means of a final written exam. N.B. During the period of the health emergency from COVID-19, all the provisions governing the methods of carrying out teaching activities (and student evaluation) will be implemented. In particular, in case of need for distance learning, the Teams platform will be used. Please view the institutional information channels prepared by the University for the purpose of timely knowledge of the emergency measures in force.

Programme

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.

Core Documentation

Hull, J. (2018) Options, futures and other derivatives, Pearson
Gerber, H. (2010) Life Insurance Mathematics, Springer

Reference Bibliography

Luenberger, D., Investment Science, OUP, 2013

Type of delivery of the course

Lectures and classes N.B. During the period of the health emergency from COVID-19, all the provisions governing the methods of carrying out teaching activities (and student evaluation) will be implemented. In particular, in case of need for distance learning, the Teams platform will be used. Please view the institutional information channels prepared by the University for the purpose of timely knowledge of the emergency measures in force.

Type of evaluation

The overall assessment is determined by means of a final written exam. N.B. During the period of the health emergency from COVID-19, all the provisions governing the methods of carrying out teaching activities (and student evaluation) will be implemented. In particular, in case of need for distance learning, the Teams platform will be used. Please view the institutional information channels prepared by the University for the purpose of timely knowledge of the emergency measures in force.

Programme

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.

Core Documentation

Hull, J. (2018) Options, futures and other derivatives, Pearson
Gerber, H. (2010) Life Insurance Mathematics, Springer

Reference Bibliography

Luenberger, D., Investment Science, OUP, 2013

Type of delivery of the course

Lectures and classes N.B. During the period of the health emergency from COVID-19, all the provisions governing the methods of carrying out teaching activities (and student evaluation) will be implemented. In particular, in case of need for distance learning, the Teams platform will be used. Please view the institutional information channels prepared by the University for the purpose of timely knowledge of the emergency measures in force.

Type of evaluation

The overall assessment is determined by means of a final written exam. N.B. During the period of the health emergency from COVID-19, all the provisions governing the methods of carrying out teaching activities (and student evaluation) will be implemented. In particular, in case of need for distance learning, the Teams platform will be used. Please view the institutional information channels prepared by the University for the purpose of timely knowledge of the emergency measures in force.

Programme

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.

Core Documentation

Hull, J. (2018) Options, futures and other derivatives, Pearson
Gerber, H. (2010) Life Insurance Mathematics, Springer

Reference Bibliography

Luenberger, D., Investment Science, OUP, 2013

Type of delivery of the course

Lectures and classes N.B. During the period of the health emergency from COVID-19, all the provisions governing the methods of carrying out teaching activities (and student evaluation) will be implemented. In particular, in case of need for distance learning, the Teams platform will be used. Please view the institutional information channels prepared by the University for the purpose of timely knowledge of the emergency measures in force.

Type of evaluation

The overall assessment is determined by means of a final written exam. N.B. During the period of the health emergency from COVID-19, all the provisions governing the methods of carrying out teaching activities (and student evaluation) will be implemented. In particular, in case of need for distance learning, the Teams platform will be used. Please view the institutional information channels prepared by the University for the purpose of timely knowledge of the emergency measures in force.

Programme

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.

Core Documentation

Hull, J. (2018) Options, futures and other derivatives, Pearson
Gerber, H. (2010) Life Insurance Mathematics, Springer

Reference Bibliography

Luenberger, D., Investment Science, OUP, 2013

Type of delivery of the course

Lectures and classes N.B. During the period of the health emergency from COVID-19, all the provisions governing the methods of carrying out teaching activities (and student evaluation) will be implemented. In particular, in case of need for distance learning, the Teams platform will be used. Please view the institutional information channels prepared by the University for the purpose of timely knowledge of the emergency measures in force.

Type of evaluation

The overall assessment is determined by means of a final written exam. N.B. During the period of the health emergency from COVID-19, all the provisions governing the methods of carrying out teaching activities (and student evaluation) will be implemented. In particular, in case of need for distance learning, the Teams platform will be used. Please view the institutional information channels prepared by the University for the purpose of timely knowledge of the emergency measures in force.