| FINANCIAL AND ACTUARIAL SCIENCES
(obiettivi)
The course is structured in two modules: Financial Sciences and Actuarial Sciences.
The objective of the Financial Sciences module is to explore topics for which the basic course on Financial mathematics has already laid the foundations. In this module three main areas will be covered: basic stochastic calculus, derivatives pricing, and derivatives hedging.
The objective of the Actuarial Sciences module is to introduce to life contingencies, the theory behind the actuarial work around life insurance and pension funds and will appeal to the student who likes applied mathematics. In addition to model of life contingencies, various forms of life insurance and their mechanism are discussed in their basic model and it is shown how to calculate net premium and reserves.
|
|
Codice
|
21210096 |
|
Lingua
|
ENG |
|
Tipo di attestato
|
Attestato di profitto |
| Modulo: FINANCIAL AND ACTUARIAL SCIENCES
(obiettivi)
The course is structured in two modules: Financial Sciences and Actuarial Sciences.
The objective of the Financial Sciences module is to explore topics for which the basic course on Financial mathematics has already laid the foundations. In this module three main areas will be covered: basic stochastic calculus, derivatives pricing, and derivatives hedging.
The objective of the Actuarial Sciences module is to introduce to life contingencies, the theory behind the actuarial work around life insurance and pension funds and will appeal to the student who likes applied mathematics. In addition to model of life contingencies, various forms of life insurance and their mechanism are discussed in their basic model and it is shown how to calculate net premium and reserves.
|
|
Codice
|
21210096-1 |
|
Lingua
|
ITA |
|
Tipo di attestato
|
Attestato di profitto |
|
Crediti
|
6
|
|
Settore scientifico disciplinare
|
SECS-S/06
|
|
Ore Aula
|
40
|
|
Attività formativa
|
Attività formative a scelta dello studente (art.10, comma 5, lettera a)
|
|
|
|
| Modulo: FINANCIAL AND ACTUARIAL SCIENCES
(obiettivi)
The course is structured in two modules: Financial Sciences and Actuarial Sciences.
The objective of the Financial Sciences module is to explore topics for which the basic course on Financial mathematics has already laid the foundations. In this module three main areas will be covered: basic stochastic calculus, derivatives pricing, and derivatives hedging.
The objective of the Actuarial Sciences module is to introduce to life contingencies, the theory behind the actuarial work around life insurance and pension funds and will appeal to the student who likes applied mathematics. In addition to model of life contingencies, various forms of life insurance and their mechanism are discussed in their basic model and it is shown how to calculate net premium and reserves.
|
|
Codice
|
21210096-2 |
|
Lingua
|
ITA |
|
Tipo di attestato
|
Attestato di profitto |
|
Crediti
|
3
|
|
Settore scientifico disciplinare
|
SECS-S/06
|
|
Ore Aula
|
20
|
|
Attività formativa
|
Attività formative a scelta dello studente (art.10, comma 5, lettera a)
|
|
|
|
|
Università Roma Tre