PROBABILITY

Degree course: 
Corso di First cycle degree in ECONOMICS AND MANAGEMENT
Academyc year when starting the degree: 
2015/2016
Year: 
3
Academyc year when helding the course: 
2017/2018
Course type: 
Optional subjects
Credits: 
3
Period: 
First Trimestre
Standard lectures hours: 
20
Detail of lecture’s hours: 
Lesson (20 hours)
Requirements: 

Lecture notes
Additonal material will be delivered by the instructor

Final Examination: 
Orale

Written exam containing a theoretical question and two numerical exercises

Assessment: 
Voto Finale

The course can be seen as a continuation of the topics in probability seen in the Matematica per l'Economia e la Finanza course and covers the following topics:
1) financial risk measures
2) derivative valuation in a random discrete-time setting

Risk measure theory
Derivatives (options, interest rate swaps) in a random discrete-time setting

No book is mandatory

Students can refer to the following book

Marek Capiński, Ekkehard Kopp
Discrete Models of Financial Markets
Cambridge University Press, 2012
Isbn: 9781107002630

Class lectures

This course can be seen as a continuation of the Probability topics presented in the Matematica per l'Economia e la Finanza course.

Professors