In the first part of the course some elementary tools (Functions in n variables and Probability Theory)to approach Mathematical Finance are given.
In the second part the classical themes of modern quantitative Finance are presented (financial markets, arbitrages, derivatives, Black and Scholes model, etc.).
Functions in n variables.
- E. Castagnoli, M. Cigola, L. Peccati, Probability, Egea, Milan, 2009.
- E. Castagnoli, M. Cigola, L. Peccati, Matematica in azienda 2 – Complementi di analisi, Egea, Milan, 2009.
- John C. Hull, Opzioni,futures e mezzi derivati, Pearson Prentice Hall, Milan, 2009.