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.
Channel 1
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
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
- CurriculumArtificial intelligence and data analytics in management (percorso formativo valido anche ai fini del conseguimento del doppio titolo italo-francese) - in inglese
- Year1st year
- Semester2nd semester
- SSDMAT/06
- CFU3