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Modelli Probabilistici Finanza.pdf

ProgrammaMPF2012-2013.pdf
Preview of Modelli Probabilistici Finanza
🔗 Source: sbai.uniroma1.it
📊 Size: 36 KB
👤 Author: Barbara
⬇️ Downloads: 124

Summary

Il corso copre argomenti come il credit scoring, la matematica finanziaria, la probabilità, i processi stocastici, il modello di Black Scholes, la volatilità e la simulazione Monte Carlo, con riferimenti a testi di autori come Baldi, Billingsley, Hull, Glasserman, Ross e Stanghellini.

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Description

Il corso copre argomenti come il credit scoring, la matematica finanziaria, la probabilità, i processi stocastici, il modello di Black Scholes, la volatilità e...

Technical Information

  • File Format: PDF
  • File Size: 36 KB
  • Pages: 2
  • Language: IT
  • Author: Barbara
  • Total Downloads: 124
  • Last Updated: 7 hours ago

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