Description
In this course, you will learn:
- Understand the applications of mathematical concepts such as pendiente, equilibrio, convergencia, matrices and vectors, first and second order conditions, convexity, and Lagrange multiplicadores in finance and business.
- Recognize the difference between a model's structural and reduced forms.
- Using the No-arbitrage Principle to value financial instruments such as money market instruments, perpetualities, and annualities.
- Understanding the proper formulation of problems with uncertainty, taking into account the convexity or concavity of the target function.
- Understanding the conventions in the fixed-income market, such as composición and Day-Count, in order to value a corporate benefit.
Syllabus:
- Funciones Lineales
- Matrices y Vectores
- Funciones no lineales
- Matemáticas Financieras
- Cálculo Infinitesimal