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
    (Finanza Aziendale LM-77) PROBABILITY FOR FINANCE

    Ultimi 5 avvisi

    30/10/2014 - AVVISO

    Office Hours, October 2014: Friday 31st, from 10:00 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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