B018782 (B077) - PROCESSI STOCASTICI (CURRICULUM: GENERALE - C75) 2019-2020
Topic outline
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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
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Orario di ricevimento:
- lunedi' e martedi' dalle 13.30 alle 15.3O
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