Probability and stochastic processes - Cycle 33 - Mandatory Courses

Prof. Mulinacci

Tue 11/7    09:00-12:00 a.m. - Seminar Room 1st floor, Via Belle Arti 41
Fri   11/10  01:00-04:00 p.m. - Seminar Room 1st floor, Via Belle Arti 41
Thu 11/16  09:00-11:00 a.m. - Seminar Room 1st floor, Via Belle Arti 41
Thu 11/23  09:00-11:00 a.m. - Seminar Room 1st floor, Via Belle Arti 41
Thu 11/30  09:00-11:00 a.m. - Seminar Room 1st floor, Via Belle Arti 41
Tue 12/05  09:00-12:00 a.m. - Seminar Room 1st floor, Via Belle Arti 41
Thu 12/07  09:00-11:00 a.m. - Seminar Room 1st floor, Via Belle Arti 41
Tue 12/12  09:00-12:00 a.m. - Seminar Room 1st floor, Via Belle Arti 41

Prof. Romagnoli (Seminar Room 1st floor)

Mon 12/11 11a.m.-02:00 p.m.
Wed 12/13 10a.m.-01:00 p.m.
Fri    12/14 10a.m.-01:00 p.m.
Mon 12/18 10a.m.-01:00 p.m.

Short program

1. Stochastic processes in continuous time: Martingales and local Martingales
2. Stochastic integration
3. Differential calculous
4. Change of probability measure
5. SDE and PDE

Stochastic models in Finance: some examples