Schema della sezione

  • Testi consigliati:

    •  The Mathematics of Financial Derivatives-Paul Wilmott - Sam Howison - Jeff Dewynne- Cambridge University Press 

    • An Introduction to Stochastic Differential Equations by Lawrence C. Evans.
    • Basics of Stochastic Analysis  Timo Sepp\¨al\¨ainen: http://www.math.wisc.edu/~seppalai/courses/735/notes.pdf