Portale di Ateneo - En.Unibs.it

STOCK AND BOND MARKET RISK

Single discipline educational activity
Course Sheet
Course code: 
A004005
Academic Year of enrolment: 
2019/2020
Academic Year of provision: 
2019/2020
Type of Course: 
Characterising
Degree: 
Master's Degree Programme in MONEY, FINANCE AND RISK MANAGEMENT
Language: 
Italian
Grouping type: 
Credits: 
9
Programme Year: 
1
Professor and Collaborators: 
MENONCIN Francesco Professor
Cycle: 
First four months
Hours of classroom activity: 
60
Hours of individual study: 
165

Statistics:
* density function, distribution function, probability function
* moments of a distribution
* properties of the expected value
Mathematics:
* algebra
* calculus (limits, derivatives, integrals, functional analysis)
* linear algebra (operations with matrices)
* optimization (Lagrange method)
Finance:
* interest rates
* compounding and discounting