The document outlines topics in mathematical finance including probability theory, stochastic processes, and theorems. It discusses probability spaces, random variables, moments, laws of large numbers, central limit theorem, characteristics of stochastic processes like Levy, Wiener, Poisson, and Ito processes. It also mentions martingales, Radon-Nikodym's theorem, Girsanov's theorem, and Feynman-Kac's theorem. The document is presented by Mario Dell'Era, a quantitative risk analyst at a bootcamp on mathematical finance.
Mia presentazione sui frattali per un esame. Ho preso spunto dai libri e dagli articoli che ho letto, nella parte finale ho fornito un esempio di crittografia frattale grazie al modulo Perl Crypt::FNA
Mia presentazione sui frattali per un esame. Ho preso spunto dai libri e dagli articoli che ho letto, nella parte finale ho fornito un esempio di crittografia frattale grazie al modulo Perl Crypt::FNA
Ping Chen (China Center for Economic Research), Mathematical Representation i...Logic & Knowledge
Ping Chen (China Center for Economic Research), Mathematical Representation in Economics and Finance: Empirical Relevance and Philosophical Preference
Villa MIrafiori, Via Carlo Fea 2, Roma
12-13 June 2014, Room V
Indagine basilea 3: cosa cambierà per le banche?Fondazione CUOA
La sfida di Basilea 3: che cosa cambierà per le banche?
Risultati dell'indagine realizzata dal Centro Studi Risk Management e Valore (www.riskcenter.it), costituito all'interno di CUOA Finance in partnership con Engineerig.
I have given this presentation at the Amsterdam Business School, University of Amsterdam. It is a practical introduction for Master students in Financial Markets about the importance of Risk Management and the tools thereof.
Ping Chen (China Center for Economic Research), Mathematical Representation i...Logic & Knowledge
Ping Chen (China Center for Economic Research), Mathematical Representation in Economics and Finance: Empirical Relevance and Philosophical Preference
Villa MIrafiori, Via Carlo Fea 2, Roma
12-13 June 2014, Room V
Indagine basilea 3: cosa cambierà per le banche?Fondazione CUOA
La sfida di Basilea 3: che cosa cambierà per le banche?
Risultati dell'indagine realizzata dal Centro Studi Risk Management e Valore (www.riskcenter.it), costituito all'interno di CUOA Finance in partnership con Engineerig.
I have given this presentation at the Amsterdam Business School, University of Amsterdam. It is a practical introduction for Master students in Financial Markets about the importance of Risk Management and the tools thereof.
1. Mathematical
Finance
Mario Dell’Era
Probability
Theory
Probability Space
Joint and Conditional
Probability
Random Variable
Moments
Conditional expected
value
Law of Large
Numbers
Theorem of Central
Limit
Stochastic
Processes
Characteristics of
Stochastic
Processes
L´evy’s Processes
Wiener’s Processes
Poisson’s Processes
Itˆo’s Processes
Martingale
Radon Nikodym’s
Theorem
Girsanov’s Theorem
Feynman-Kaˇc’s
Theorem
Mario Dell’Era
Quantitative Risk Analyst
E-QuanT bootcamp 2014 at IMT in Lucca(IT) 13-17 October 2014
Mario Dell’Era (Quantitative Risk Analyst) Mathematical Finance E-QuanT Bootcamp 2014 0 / 43
2. Mathematical
Finance
Mario Dell’Era
Probability
Theory
Probability Space
Joint and Conditional
Probability
Random Variable
Moments
Conditional expected
value
Law of Large
Numbers
Theorem of Central
Limit
Stochastic
Processes
Characteristics of
Stochastic
Processes
L´evy’s Processes
Wiener’s Processes
Poisson’s Processes
Itˆo’s Processes
Martingale
Radon Nikodym’s
Theorem
Girsanov’s Theorem
Feynman-Kaˇc’s
Theorem
Mathematical Finance
with MatLab
Mario Dell’Era
Analyst at IntesaSanpaolo and External Professor at Pisa University
m.dellera@be-tse.it
Quantitative Risk Analyst
E-QuanT bootcamp 2014
Mario Dell’Era (Quantitative Risk Analyst) Mathematical Finance E-QuanT Bootcamp 2014 1 / 43
3. Mathematical
Finance
Mario Dell’Era
Probability
Theory
Probability Space
Joint and Conditional
Probability
Random Variable
Moments
Conditional expected
value
Law of Large
Numbers
Theorem of Central
Limit
Stochastic
Processes
Characteristics of
Stochastic
Processes
L´evy’s Processes
Wiener’s Processes
Poisson’s Processes
Itˆo’s Processes
Martingale
Radon Nikodym’s
Theorem
Girsanov’s Theorem
Feynman-Kaˇc’s
Theorem
1 Probability Theory
Probability Space
Joint and Conditional Probability
Random Variable
Moments
Conditional expected value
Law of Large Numbers
Theorem of Central Limit
2 Stochastic Processes
Characteristics of Stochastic Processes
L´evy’s Processes
Wiener’s Processes
Poisson’s Processes
Itˆo’s Processes
Martingale
Radon Nikodym’s Theorem
Girsanov’s Theorem
Feynman-Kaˇc’s Theorem
Mario Dell’Era (Quantitative Risk Analyst) Mathematical Finance E-QuanT Bootcamp 2014 1 / 43