Basic concepts of mathematical analysis and financial mathematics.
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Written and oral exam.
The written test, which lasts 75 minutes, consists of 4 open-ended questions (3 exercises plus a theoretical question) concerning the entire program of the course.
The oral exam is aimed at deepening the level of knowledge and mastery of the language and covers the entire program of the course.
For students attending the lessons the oral exam can be replaced by participation in group work that will be presented at the end of the course.
The course aims to provide the students with the tools and mathematical knowledge in support of financial and actuarial valuations. The first part will focus on financial risk management and the second part will focus on actuarial risk management.
Introduction to financial mathematics.
Introduction to probability.
Criteria for decision making under uncertainty.
Introduction to pension finance.
Notes and teaching materials provided by the teacher can be downloaded from the page of Risk Management on moodle.
Trudda Alessandro, Sostenibilità ed adeguatezza: Il trade off del sistema previdenziale italiano, Giappichelli. 2012.
Lectures and class exercises.
Readiness to offer individual assistance also in a foreign language (English and Spanish) to incoming students.