Programa

Models in Finance

Mestrado Bolonha em Actuarial Science

Programa

- Brownian motion - The Itô integral and Itô?s Formula - Stochastic Differential Equations - Stochastic interest rates models and models of security prices - Introduction to the valuation of derivative securities - The Binomial model - The Black-Scholes model - Models for the term structure of interest rates - Credit risk models