Scheduling in economic activities. Optimisation and storage and machinery management. Mathematical optimization. Critical Path Method. Models for economic choices.
EDUCATIONAL AIM
Analysis of some business problems, using mathematical methods and models, that can be of aid in order to develop optimal operating choices.
READING LIST
Francavilla F., Metodi e modelli per le scelte economiche: analisi di alcuni casi, dispensa a cura del Dipartimento di Ricerche Aziendali, SEAG Arti Grafiche, 1997.
Francavilla F., Strumenti matematici per la gestione d’impresa: alcune applicazioni, dispensa a cura del Dipartimento di Ricerche Aziendali, SEAG Arti Grafiche, 1999.
Francavilla F.,Esercizi e applicazioni per la gestione aziendale, Copyland, Pavia,2004..
Other suggested:
Francavilla F., Sulle politiche pubblicitarie: alcune considerazioni, Fascicolo della Sezione di Matematica - Dip. di Ricerche Aziendali - n.7 a.a.2004/05
Francavilla F., Un nodello matematico per l’analisi del trading on-line, Fascicolo della Sezione d Matematica - Dip. di Ricerche Aziendali n.66 - a.a.2000/01
Francavilla F., La gestione del magazzino. Alcune estensioni, Fascicolo della Sezione di Matematica - Dip. di Ricerche Aziendali - n.55 - a.a.1997/98.
Written examination supplemented, if necessary (according to Teacher’s decision), by oral discussion.
METODI E MODELLI PER LE SCELTE ECONOMICHE
METHODS AND MODELS FOR ECONOMIC CHOICES 6 ECTS
LEVEL
Graduate
YEAR
first
SEMESTER
first
LECTURER
Fulvio Francavilla
E-MAIL
ffncavilla@eco.unipv.it
COURSE PROGRAM
Tools and process for the evaluation and choices between alternative financial projects. Mathematical programming (linear, stochastic, dynamic, multi-purpose).
The course aims to teach basic mathematical tools in order to make rational and consistent choices.
READING LIST
Francavilla F., Appunti sulla scelta tra progetti alternativi, ISDAF S.r.l., Pavia, 1995.
Francavilla F., Elementi di ottimizzazione matematica, Esculapio Editore, Bologna, 2009.
Francavilla F., Esercizi e applicazioni per le scelte economiche, Copyland, Pavia, 2004.
ASSESSMENT
Written examination supplemented, if necessary (according to Teacher’s decision), by an oral discussion.
MODELLI MATEMATICI PER LA FINANZA
FINANCIAL MATHEMATICAL MODELS 6 ECTS
LEVEL
graduate
YEAR
first
SEMESTER
first
LECTURER
Maria Rosa Meriggi
ASSISTANT
Cesare Zuccotti
E-MAIL mmeriggi@eco.unipv.it
COURSE PROGRAM
Valuation of futures prices. Hedging strategies using futures. Option pricing: call and put options. Factors affecting option prices. Trading strategies involving options. A Model of the behaviour of stock prices. A Binomial Model. The Black-Scholes Analysis. A General Approach to pricing Derivative Securities. The relationship between Delta, Theta and Gamma. Market Risk and Var Models. Exotic options and their valuation. Real options.
EDUCATIONAL AIM
This course covers forwards, futures and options and studies models for the behaviour of stock and derivatives prices. By the end of the course, students will have good knowledge of how these products work, how they are used, how they are priced.
READING LIST
J. HULL, Opzioni, Futures e altri derivati, Pearson education Italia, 2006
