Studying at the University of Verona
Here you can find information on the organisational aspects of the Programme, lecture timetables, learning activities and useful contact details for your time at the University, from enrolment to graduation.
Study Plan
This information is intended exclusively for students already enrolled in this course.If you are a new student interested in enrolling, you can find information about the course of study on the course page:
Laurea in Matematica applicata - Enrollment from 2025/2026The Study Plan includes all modules, teaching and learning activities that each student will need to undertake during their time at the University.
Please select your Study Plan based on your enrollment year.
1° Year
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2° Year activated in the A.Y. 2010/2011
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3° Year activated in the A.Y. 2011/2012
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Legend | Type of training activity (TTA)
TAF (Type of Educational Activity) All courses and activities are classified into different types of educational activities, indicated by a letter.
Financial Market Mathematics (2011/2012)
Teaching code
4S00251
Credits
12
Coordinator
Not yet assigned
Language
Italian
Scientific Disciplinary Sector (SSD)
SECS-S/06 - MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES
The teaching is organized as follows:
Parte 1
Credits
9
Period
First semester
Academic staff
Giacomo Scandolo
Parte 2
Learning outcomes
This course will focus on some of the main quantitative tools for the analysis and evaluation of basic financial operations, such as financing contracts and investment projects.
Program
1. Financial operations. Present and future value. Simple and compound interest. Spot and forward rates. Arbitrage opportunities. Inflation and currency risk.
2. Present value of a cash flow. Amortizement of a debt. Computation of the instalments. Choice criteria among cash flows: Net Present Value and Internal Rate of Return. Mortgages. Coupon bonds and term structure. Immunization, duration and convexity.
3. Portfolio selection. Investing in stocks. Expected return and volatility of a portfolio. Risk aversion and Markowitz criterium. Efficient portfolios when investing in: a stock and a bond, two stocks, two stocks and a bond. Constrained optimization techniques (Lagrange) Covariance matrix and efficient portfolios with N stocks. The Capital Market Line and the Capital Asset Pricing Model.
Textbooks:
A. Basso - P. Pianca, "Introduzione alla Matematica Finanziaria", CEDAM ed. 2010
F. Rossi - F. Mantovani, "Teoria di Portafoglio", Monduzzi ed. 2010
Dispense del docente
For further information and additional teaching material see:
https://sites.google.com/site/matfin2011verona/
Examination Methods
Written exam. Optional oral exam. See: sites.google.com/site/matfin2011verona
