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Maurizio Pratelli

Dipartimento di Matematica, Università di Pisa
Scientific interests: Probability Theory and Stochastic processes
Course: "Stochastic Processes and Stochastic Calculus with application to Economics and Finance"
Course: COURSE: Random Variables and their Laws, Independence (12 September 2016 )
Course: COURSE: Conditional Probability and Conditional Expectation (12 September 2016 )
Course: COURSE: Discrete-time Martingales (13 September 2016 )
Course: COURSE: Construction and properties of the Brownian Motion (14 September 2016 )
Course: COURSE: Stochastic Integration and Ito Formula (14 September 2016 )
Course: COURSE: Girsanov Theorem, the Martingale Representation Theorem and conseguences on Option Pricing Models (Samuelson-Black-Scholes) (15 September 2016 )
Course: COURSE: Links with Partial Differential Equations (15 September 2016 )
Course: COURSE: Introduction to Interest rate models (16 September 2016 )