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Teaching
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News and events
Spring School in Finance 2019 on XVA modeling

Didattica della matematica in contesti multiculturali

II Italian Meeting on Probability and Mathematical Statistics, Vietri sul Mare (SA)

Dynamics, Equations and Applications, Sept 2019, Krakow (Poland)

III International Congress on Actuarial Science and Quantitative Finance, June 2019, Manizales (Colombia)

Advanced Modeling and Numerical Methods, IHP Paris, 2014 - Slides and Mathematica codes available here

SIAM nuggets, Are you ready to retire?

Master in Quantitative Finance

Books
NEW! Dispensa di Probabilita' e Statistica





ERRATA for the book PDE and Martingale Methods in Option Pricing

ERRATA for the book Calcolo Stocastico per la Finanza