ISTITUZIONI DI ANALISI SUPERIORE
Measurement theory and Probability.
Mathematica techniques for calculating the prices of financial derivatives.
Basic concepts about derivatives. Fundamentals of Stochastic Analysis. Formulas and algorithms for the calculation of prices of the options. PDE with boundary problems. Black and Scholes theorem.
Reference textbook: Lishang Jiang, Mathematical Modeling and Methods of Option Pricing.