Massimiliano MENZIETTI | LABORATORY FOR FINANCIAL APPLICATIONS
Massimiliano MENZIETTI LABORATORY FOR FINANCIAL APPLICATIONS
cod. 0212100021
LABORATORY FOR FINANCIAL APPLICATIONS
| 0212100021 | |
| DEPARTMENT OF ECONOMICS AND STATISTICS | |
| EQF6 | |
| BUSINESS ADMINISTRATION | |
| 2024/2025 |
| OBBLIGATORIO | |
| YEAR OF COURSE 3 | |
| YEAR OF DIDACTIC SYSTEM 2016 | |
| SPRING SEMESTER |
| SSD | CFU | HOURS | ACTIVITY | |
|---|---|---|---|---|
| SECS-S/06 | 5 | 30 | LESSONS |
| Exam | Date | Session | |
|---|---|---|---|
| MENZIETTI | 16/12/2024 - 10:30 | SESSIONE ORDINARIA | |
| MENZIETTI | 16/12/2024 - 10:30 | SESSIONE DI RECUPERO |
| Objectives | |
|---|---|
| KNOWLEDGE AND UNDERSTANDING. STUDENTS WILL HAVE MATHEMATICAL TOOLS FOR: DETERMINE THE FAIR PRICE OF FINANCIAL CONTRACTS, DRAW UP AMORTIZATION PLANS, DEFINE METHODS FOR ACCUMULATING CAPITAL, APPLY SELECTION CRITERIA FOR ALTERNATIVE FINANCIAL TRANSACTIONS. THEY WILL HAVE THE BASIC TOOLS FOR THE MANAGEMENT OF FINANCIAL ASSETS AND LIABILITIES. APPLYING KNOWLEDGE AND UNDERSTANDING. STUDENTS WILL BE ABLE TO USE THE QUANTITATIVE TOOLS LEARNED TO UNDERSTAND AND TO RESOLVE ADVANCED PROBLEMS IN ECONOMICS AND IN FINANCIAL CHOICES. AUTONOMY OF JUDGEMENT. THE STUDENTS WILL BE ABLE TO GET A FULL ABILITY FOR PRATICAL APPLICATIONS AND CRITICAL KNOWLEDGE OF QUANTITATIVE MODELS FOR THE FINANCIAL TRANSACTIONS AND ECONOMIC ISSUES. COMMUNICATION SKILLS. THE STUDENTS WILL BE ABLE TO EFFECTIVELY COMMUNICATE TO SPECIALISED INTERLOCUTORS ON FINANCIAL AND MATHEMATIC ISSUES; TO ARGUE AND TO COMMUNICATE ITS VIEW CLEARLY AND EFFECTIVELY ON QUANTITATIVE AND ECONOMIC ISSUES. LEARNING ABILITY. ON THE BASIS OF THE LEARNT TECHNIQUES, THE STUDENTS WILL BE ABLE TO FACE WITH PROBLEMS OF ECONOMIC-FINANCIAL NATURE AND TO DEEPEN THEIR COMPETENCES BY SCIENTIFIC PUBLICATIONS ON THE TOPIC AND ONLINE DATABASE. |
| Prerequisites | |
|---|---|
| BASIC MATHEMATICAL SKILLS: DERIVATIVES, INTEGRALS, STUDY OF FUNCTIONS, GEOMETRIC SERIES, SYSTEMS OF LINEAR EQUATIONS. |
| Contents | |
|---|---|
| LAWS OF FINANCIAL EQUIVALENCE AND FINACIAL REGIMES. (4 HOURS) INTEREST RATE, CAPITALISATION, DISCOUNTING. LINEAR AND EXPONENTIAL CAPITALISATION AND DISCOUNTING. ANNUITIES AND AMORTISATION OFLOAN. (10 HOURS) VALUATION OF A COMPLEX FINANCIAL TRANSACTION. ANNUITIES. CAPITAL FORMATION AND AMORTISATION OF A LOAN. FIXED INCOME SECURITIES. INVESTMENT SELECTION CRITERIA (4 HOURS) NET PRESENT VALUE (NPV), INTERNAL RATE OF RETURN (IRR), REPAYMENT PERIOD. THE DECISION PROBLEM: PRESENTATION AND FORMALISATION. TIME AND VARIABILITY INDICES. INTEREST RATE STRUCTURE. (12 HOURS) TIME AND VARIABILITY INDICES: SMA, DURATION, CONVEXITY. FORWARD CONTRACTS. THE TERM STRUCTURE OF INTEREST RATES. EXERCISES. THE EXERCISES COVER THE ENTIRE PROGRAMME. |
| Teaching Methods | |
|---|---|
| THE COURSE OF FINANCIAL APPLICATIONS LABORATORY CONSISTS OF 30 HOURS OF DIDACTICS. THE LECTURES WILL BE FRONTAL AND CARRIED OUT WITH CONSTANT ATTENTION TO THE APPLICATIONS AND TO THE INTERPRETATION OF THE OBTAINED RESULTS, AND TO THE COMPUTER IMPLEMENTATIONS ON EXCEL SOFTWARE. |
| Verification of learning | |
|---|---|
| THE LEARNING ASSESSMENT IS AIMED AT STIMULATING THE STUDY AND UNDERSTANDING OF THE TOPICS COVERED DURING THE COURSE BY STUDENTS, WITH PARTICULAR EMPHASIS ON THE ABILITY TO APPLY THE ACQUIRED TOOLS TO CONCRETE SITUATIONS. THE STUDENT'S FINAL ASSESSMENT WILL CONSIST OF A WRITTEN TEST AND AN ORAL TEST. THE EXAM WILL BE CONSIDERED PASSED IF BOTH THE WRITTEN TEST AND THE ORAL TEST HAVE OBTAINED AT LEAST A SUFFICIENT MARK (GREATER THAN OR EQUAL TO 18/30). EACH TEST WILL BE MARKED OUT OF 30 AND THE FINAL GRADE WILL BE THE AVERAGE OF THE ASSESSMENTS OBTAINED AT THE TWO TESTS. THE MAXIMUM MARK IS 30/30 CUM LAUDE. THE WRITTEN TEST WILL HAVE A STRONG APPLICATIVE CHARACTERIZATION OF THE TOOLS ACQUIRED. THE WRITTEN TEST CONSISTS OF 4 OR 5 EXERCISES, TO BE CARRIED OUT IN 2 HOURS MAXIMUM. THE ORAL EXAM, LASTING NO MORE THAN 20 MINUTES, CONSISTS IN THE EXPOSITION (ORAL AND WITH THE HELP OF WRITTEN FORM) BY THE STUDENT IN RELATION TO TWO / THREE SPECIFIC QUESTIONS PROPOSED BY THE TEACHER AND CONCERNING TOPICS OF THE PROGRAM. |
| Texts | |
|---|---|
| RITA D’ECCLESIA, LAURA GARDINI: APPUNTI DI MATEMATICA FINANZIARIA. VOL. 1. GIAPPICHELLI EDITORE. 2019 SAMUEL A. BROVERMAN: MATEMATICA FINANZIARIA. EGEA. 2019 |
| More Information | |
|---|---|
| SUPPLEMENTARY TEACHING MATERIAL WILL BE MADE AVAILABLE BY THE TEACHER DURING THE COURSE. |
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