Andrea Pascucci is Professor of Financial Mathematics at the University of Bologna where he is also director of a master in Math Finance. His research interests include partial differential equations and stochastic analysis with applications to finance, with a special focus on option pricing, volatility modeling and analytical methods.Wolfgang Runggaldier is Professor in Probability at the University of Padova. His research interests are in the general area of stochastic dynamical systems and, since about twenty years, mainly in financial mathematics. In this latter area he has been conducting extensive research, lecturing in various places, supervising students, organizing meetings and workshops and taking part in editorial boards.
6 Ebooks bởi Andrea Pascucci
Andrea Pascucci & Wolfgang J. Runggaldier: Financial Mathematics
With the Bologna Accords a bachelor-master-doctor curriculum has been introduced in various countries with the intention that students may enter the job market already at the bachelor level. Since fi …
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Anh
€41.64
Andrea Pascucci: Teoria della Probabilità
Il libro fornisce un”introduzione concisa ma rigorosa alla Teoria della Probabilità. Fra i possibili approcci alla materia si è scelto quello più moderno, basato sulla teoria della misura: pur richi …
EPUB
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DRM
€25.67
Andrea Pascucci: Teoria della Probabilità
Questo libro offre un approccio moderno alla teoria dei processi stocastici in tempo continuo e del calcolo differenziale stocastico. I contenuti vengono trattati in modo rigoroso, completo e autonom …
EPUB
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DRM
€23.10
Stéphane Menozzi & Andrea Pascucci: Kolmogorov Operators and Their Applications
Kolmogorov equations are a fundamental bridge between the theory of partial differential equations and that of stochastic differential equations that arise in several research fields. This volume col …
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Anh
€181.89
Andrea Pascucci: Probability Theory II
This book offers a modern approach to the theory of continuous-time stochastic processes and stochastic calculus. The content is treated rigorously, comprehensively, and independently. In the first p …
EPUB
Anh
DRM
€70.47
Andrea Pascucci: Probability Theory I
This book provides a concise yet rigorous introduction to probability theory. Among the possible approaches to the subject, the most modern approach based on measure theory has been chosen: although …
EPUB
Anh
DRM
€63.85