The course deals with quantitative models to be used in financial industry.
In this course, essentially self-contained, the student will learn how such models are built and used for strategic purposes.
The starting point of the course is a simple single period financial market model where the basic notions of equilibrium, arbitrage and pricing procedure are introduced.
Next, basic derivative instruments like forward contracts, futures and options are introduced focusing on pricing models.

The course has a strong quantitative content and consequently, math skills and knowledges are essential, also if rarely the level of mathematics used rises higher than the basic calculus.