الصفحة 1
الصفحة 1
Esercizi di finanza matematica = Mathematical finance exercises
This is a collection of exercises that illustrates some fundamental aspects of Mathematical Finance, in particular the valuation of derivatives. It is aimed at students of master's degree courses, but can also be successfully used in first level degree courses, by students who have adequate mathematical training (degree courses in mathematics, engineering). The resolution of the exercises is addressed with the use of methods of both Probability Theory (stochastic processes) and Mathematical Analysis (Partial Derivative Equations).
Calcolo stocastico per la finanza = Stochastic Calculation for Finance
Offers an introduction to the mathematical, probabilistic and numerical methods that are the basis of the models for the valuation of derivative instruments, such as options and futures, dealt with in modern financial markets. The book is aimed at readers with scientific training, wishing to develop skills in the field of stochastic calculus applied to finance.
