THREE-DIMENSIONAL MODELING

Course objectives

To provide some fundamental concepts of probability and statistics and to introduce some stochastic models for finance. Trying to enable the students to refine their critical aptitudes, to render them able to face not only "routine" problems, but also any "new" matter or situation.

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VALENTINA CAMMAROTA Lecturers' profile

Program - Frequency - Exams

Course program
To provide some fundamental concepts of probability and statistics and to introduce some stochastic models for finance. Trying to enable the students to refine their critical aptitudes, to render them able to face not only "routine" problems, but also any "new" matter or situation.
Books
Steven E. Shreve, Stochastic Calculus for Finance II, Springer
Bibliography
Steven E. Shreve, Stochastic Calculus for Finance II, Springer
  • Academic year2025/2026
  • CourseManagement Engineering
  • CurriculumMetodi e modelli per il supporto alle decisioni
  • Year1st year
  • Semester2nd semester
  • SSDMAT/06
  • CFU3