Welcome to the Course

Welcome to the course on Mathematical Finance: Modeling and Risk Analysis.

You will find the syllabus on Leganto.

The first sessions will be devoted to review some basics concepts on measure theory, probability theory, stochastic processes and It? stochastic integration with respect to the Brownian motion. 

These sessions will be of self-study and you will find the lectures on Leganto. I recall you that you need to log on your student account to download the files from Leganto.

The first "presential" lecture (in Room 1119 of NHA building) will be Thursday, January 27 at 12:15.