Università Roma Tre

The course provides a rigorous introduction to financial economic problems using mathematical methods, including the portfolio decision of an investor and the determination of the no-arbitrage price of stocks in both discrete and continuous time. The pricing of derivative securities in continuous time including various stock and interest rate options will also be included. Specific topics include derivative strategies, financial risk management techniques. The course aims to deepen the students' understanding of important concepts of mathematics of finance, the valuation of financial securities, capital investment evaluation and the estimation of required rates of return.