- fixed income: yields, term structure and interest rate derivatives.
- stock markets and asset pricing.
Collaborators: dr Valeria Bignozzi (email@example.com), dr Elena Bandini
Assessment: written exam. Either: midterm (November 4, 2016 during our tutorial slot) + final exam on Dec 13, 2016 or global exam (either Dec 13 or Jan 12).
Registration for the midterm: go to http://doodle.com/poll/yhm7hxq2s534a5ew and fill in the blank space with Surname Name Student ID number — in this precise order. Registration will be open till Oct 26.
- David Lovelock Marilou Mendel A. Larry Wright : An Introduction to the Mathematics of Money, Saving and Investing, Springer 2006;
- David Luenberger, Investment Science, Oxford Uni Press 2013.
- John Hull, Options Futures and other Derivatives. Prentice Hall, 2008.