Mathematical FInance
- Professors:
- Carbone Raffaella
- Year:
- 2014/2015
- Course code:
- 504507
- ECTS:
- 6
- SSD:
- MAT/06
- DM:
- 270/04
- Lessons:
- 48
- Language:
- Italiano
Objectives
ppp
Teaching methods
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Examination
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Prerequisites
pp
Syllabus
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pp
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Bibliography
"Introduction to Stochastic Calculus Applied to Finance", D.Lamberton e B. Lapeyre, Chapman&Hall/CRC
Dipartimento di Matematica ''F. Casorati''
Università degli Studi di Pavia -
Via Ferrata, 5 - 27100 Pavia
Tel +39.0382.985600 - Fax +39.0382.985602