ANTONINO DAMIANO ROSSELLO

Ruolo: Associato
Settore Scientifico Disciplinare: SECS-S/06 - METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE
Sede: SEDI DI CATANIA C.so Italia, 55 -PALAZZO DELLE SCIENZE -
Ufficio: Piano: IV - Stanza: 30
Telefono: 0957537772
E-mail: rossello@unict.it
Orario di ricevimento: Comunicato Settimanalmente


  • Curriculum vitae: Clicca qui
  • Pubblicazioni: Clicca qui


    Ultimi 5 avvisi

    27/03/2015 - Office Hours

    Office Hours, March 2015: Friday 27th, 9:30 to 10:30 am

    20/03/2015 - New Office Hours

    Office Hours, March 2015: Friday 20th, 9:30 11 am

    13/03/2015 - New Office Hours

    New Office Hours, March 2015: Friday 13th, 9:30 to 11 am

    25/02/2015 - Office Hours

    New Office Hours, February 2015: Wednesday 25th, from 10 am to 11:30 am

    21/02/2015 - Sucessfull Students

    Successfull Students are Listed Below. 

    AGOSTA VALENTINA
    COPPOLA GAETANA
    CRESCIMONE FEDERICA
    GIAMBO' SIMONA
    GRECO FRANCESCO
    INFRANCA GIULIANO
    LA BIUNDA FRANCESCA
    LAUDANI SIMONE
    MARANO SABRINA FRANCESCA
    OCCHIPINTI AMELIA
    PREZZAVENTO LUCA CONSOLATO
    RACITI FABRIZIO
    RUSSO VIRGINIA
    STIVALA GIULIA
    TUMMINELLI CHIARA MARIA

    Oral Exams: March 3rd. Students Agosta to La Biunda, at 9:30 am;  Students Laudani to Tumminelli at 16:00 pm.

    Archivio degli avvisi

    20/02/2015 - Ricevimento

    New Office Hours, February 2015: Friday 20th, from 9:30 to 11:30 am

    31/01/2015 - Spostamento Esami

    Gli Esami Orali di Probability 4 Finance sono Rinviati a Giorno 13 Febbraio, ore 10, presso l'Ufficio del Prof. Rossello. Studenti che hanno superato il Class Test di Giorno 22 Gennaio e che Dovranno Presentarsi per l'Esame Orale:

    Calcagno Carmelo, Cosentino Sofia, Facciolà Enrico, Li Calzi Ilaria, Scorsonelli Rosanna.

     

    30/01/2015 - New Rules for Official Examination

    All the Successful Students (i.e. those who passed the Class Test) MUST Attend the Oral Examination at the Official Date, as it is Disclosed via the Web. 

    12/12/2014 - Office Hours and Class Test

    Office Hours, December 2014: Friday 12nd, from 10:30 to 11:30. Class Test: Same as Office Hours.

    05/12/2014 - Office Hours

    New Office Hours, December 2014: Friday 5th, from 10:30 to 11:30.

    29/11/2014 - Homework

    Homework is now available for download. See within the folder 'Lectures'. Solution: due date is January 5th, 2015.

    27/11/2014 - AVVISO

    Office Hours, November 2014: Friday 28th, from 10:30 to 11:30.

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    Probability for Finance: final examination.

    At each official examination date the student will be requested to attend a one hour session where a multiple choice test will be provided. This will consist of 8 questions and the student is asked to get at least 4 right answers. 

    Access to official dates is on reservation, within 3 days before.

    Students that passed the test take the chance to carry out an oral examination, some days later. 

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    Probability for Finance. Suggested readings:

    - Prerequisites: (1) ""Calculus: Concepts and Methods"" Ken Binmore, Joan Davies - Cambridge University Press - 2002 (2) ""Advanced Mathematical Methods"" Adam Ostaszewski - Cambridge University Press - 1991 (3) ""A First Course in Mathematical Analysis"" David Alexander Brannan- Cambridge University Press - 2006 (4) ""Calculus Demystified"" Steven G. Krantz - McGraw Hill - 2nd edition, 2002 (5) ""Real Analysis and Foundations"" Steven G. Krantz - CRC Press - 2004 (6) ""Matematica Generale"" Simon Carl, Zaffaroni Alberto, Blume Lawrence - Egea - 2007 (7) ""Manuale di matematica per l'analisi economica"" Sydsaeter Knut, Hammond Peter - Vita e Pensiero (Collana Università) - 2004 (8) ""Elementi di analisi matematica e geometria analitica"" George B Jr Thomas , Ross L Finney - Zanichelli - 1993 (9) ""Real Variables (with Basic Metric Space Topology)"" Robert B. Ash , free electronic copy - 2007 ******************************************** - Special topics: (1) ""Arbitrage Theory in Continuous Time"" Tomas Björk - Oxford University Press, USA; 3rd edition, 2009 (2) ""Probability Theory in Finance: A Mathematical Guide to the Black-Scholes Formula"" Seán Dineen - AMS Text (Graduate Studies in Mathematics)- 2005 (3) ""Probability Essentials"" Jean Jacod e Philip Protter - Springer - 2004 (4) ""The Concepts and Practice of Mathematical Finance"" Mark S. Joshi - Cambridge University Press- 2008 (5) ""Elementary Stochastic Calculus (with finance in view)"" Thomas Mikosch - World Scientific - 1998 (6) ""A Probability Path"" Sidney Resnick - Birkhäuser , Boston; 1998 (7) ""A First Look at Rigorous Probability Theory"" Jeffrey S. Rosenthal - World Scientific - 2006 (8) ""Stochastic Calculus for Finance II"" Steven E. Shreve - Springer - 2004 (9) ""Brownian Motion Calculus"" Ubbo F. Wiersema - Wiley - 2008 (10) ""Introduction to Probability"" C. M. Grinstead, J. L. Snell- free electronic copy - 2006 (11) ""Schaum's Outline of Probability, Random Variables, and Random Processes"" Hwei Hsu - McGraw Hill - 2nd edition, 2010 (12) ""Probability: The Science of Uncertainty: with Applications to Investments, Insurance, and Engineering"" Michael A. Bean - AMS - 2001 (13) ""Essential Mathematics for Market Risk Management"" Simon Hubbert - Wiley - 1st edition, 2011 (14) ""Basic Probability Theory"" Robert Ash - Dover Publ. - 2008 ******************************************* ""Spring school in Finance"" - Dipartimento di Matematica - Università di Bologna: *******************************************"




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