"G. d'Annunzio"
Basic notions of differential and integral calculus.
Basic notions of linear algebra and probability, especially useful for students who are interested in the quantitative aspects of economic sciences.
Linear algebra and optimization of functions of two variables with applications to Microeconomics and Finance. Elements of probability and the Cox-Ross-Rubinstein model for a financial market.
Linear algebra and quadratic forms. Optimization of functions of two variables. Basic probability theory. Bernoulli schemes. Discrete random variables. Binomial distribution. Valuation of a derivative in the Cox-Ross-Rubinstein model by the hedging strategy and by risk-neutral valuation
Peccati-Salsa-Squellati: Matematica per l'economia e l'azienda, Egea 2004H. Gravelle and R. Rees: Microeconomics, Financial Times press 2004 S. Ross: Calcolo delle probabilità 3/ed, Apogeo, 2014 J. C. Hull, Opzioni, futures e altri derivati, 8a edizione. Il Sole 24 ore.
At least 24 hours of lectures and exercise sections.
Both written and oral examinations.
Weekly office hours: see the teacher web page https://www.dec.unich.it/home-caroli-costantini-cristina-146 E-mail: c.costantini@unich.it Office hours can also be in English.
