Luiss

Luiss – University of Petra: Mathematical Finance Part 1

Welcome!

Here you can find the material about the course: Mathematical Finance, Part 1.

Textbook and didactic material

  1. Mathematical Finance, by M.J. Alhabeeb, 2012, Wiley.
  2. Slides and Tutorials, on this site.

Syllabus and Content of Lectures

FinalContentOfLecturesMatFinLuiss-UoP

 

Slides

Slides1FG

Slides2FG

Slides3FG

 

Tutorials

Tutorial1FGWithSolution

Tutorial2FGWithSolution

Tutorial3FGWithSolution

 

Video lectures (11 video files)

1)  Equivalent rates 14:45

https://screencast-o-matic.com/watch/cYeFXDxK90

2)  Equivalent rates exercises 5:37

https://screencast-o-matic.com/watch/cYeFXOxKS9

3) NPV and IRR 17:28

https://screencast-o-matic.com/watch/cYeF2Xx78F

4) EXRC 1 of Tutorial 2 on NPV  10:28

https://screencast-o-matic.com/watch/cYerQGyQtO

5) All EXRC of Tutorial 2 on NPV and IRR   24:21

https://screencast-o-matic.com/watch/cYerQRyQuA

6) Lecture on Annuities  40:02

https://screencast-o-matic.com/watch/cYeq0FyV5H

7) Lecture on loans and mortgages   64:07

https://screencast-o-matic.com/watch/cYeY6yye4E

8) Exercises on Annuities from Tutorial 3    22:57

https://screencast-o-matic.com/watch/cYerQxyQOw

9) Exercises on loans and mortgages 26:19

https://screencast-o-matic.com/watch/cYerqvyXQb

10) Exercise 9 of Tutorial 2     20:04

https://screencast-o-matic.com/watch/cYeUF841lY

11) Final exercises (to be done after students’ feedback and before the exam). About 2h.

 

 

Exam

TO BE DONE SOON

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