Università Roma Tre

21210096-1 - FINANCIAL AND ACTUARIAL SCIENCES

Objectives

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.

Module sheet

Academic Year : 2023/2024
Degree Course: LM-16 LM-77 - Finance and business
Semester:
- Second year - Second semester
  (enrollment year 2022/2023)
Curriculum: Finanza / LM-16; Finanza / LM-77; Diritto e Finanza / LM-16; Diritto e Finanza / LM-77; Finance / LM-16; Finance / LM-77; Finanza con tirocinio / LM-16; Finanza con tirocinio / LM-77; Diritto e Finanza con tirocinio / LM-16; Diritto e Finanza con tirocinio / LM-77; Finance with internship / LM-16; Finance with internship / LM-77; Finanza e tecnologia / LM-16; Finanza e tecnologia / LM-77; Finanza e tecnologia con tirocinio / LM-16; Finanza e tecnologia con tirocinio / LM-77
Course: FINANCIAL AND ACTUARIAL SCIENCES

Activities

Subject area: Matematico, statistico, informatico

Activity: Attività formative caratterizzanti
Contact Hours: 40
Credits: 6
SDS: SECS-S/06