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Il libro illustra l'approccio della moderna finanza matematica al caso dei titoli derivati, certamente gli strumenti più innovativi e più diffusi del mercato finanziario. La metodologia detta di non arbitraggio (o di Black e Scholes) viene illustrata sia in termini euristici sia in termini formali e applicata per fornire la guida al pricing e all'hedging dei titoli c.d. derivati in quanto dipendenti da altri titoli: forward e futures, floaters, swap, opzioni sia semplici sia esotiche, titoli strutturati e opzioni nascoste, di mercato azionario, di tasso d'interesse, di cambio, di credito etc. I derivati sono analizzati sia per le finalità speculative sia per quelle di copertura dei rischi. Grafici, esempi numerici, riferimenti normativi (Consob) ed esercizi aiutano il lettore alla comprensione dei diversi strumenti considerati. I modelli teorici tra i più noti in letteratura sono presi in esame, analizzati passo per passo e messi a confronto. La trattazione si presta a un doppio livello di lettura: un livello semplice e introduttivo, che richiede solo nozioni matematiche di base e punta alla comprensione pratica dei concetti e degli strumenti e un livello più avanzato che utilizza il calcolo stocastico e alcuni risultati fondamentali della probabilità, della matematica e della statistica. Il primo livello è pensato per gli insegnamenti universitari della laurea triennale mentre il secondo livello si rivolge ai corsi di laurea magistrale e specialistica, di master e dottorato. Un'appendice sui risultati più avanzati, sui processi stocastici, le procedure numeriche e la simulazione Monte Carlo rendono il testo relativamente autosufficiente.

Derivative securities -- Prices -- Mathematical models. --- Electronic books. -- local. --- Finance -- Mathematical models. --- Investments -- Mathematics. --- Finance --- Mathematics --- Physical Sciences & Mathematics --- Business & Economics --- Investment & Speculation --- Mathematical Theory --- Investments --- Derivative securities --- Mathematical models. --- Mathematics. --- Prices --- Mathematics of investment --- Finance. --- Economics, Mathematical. --- Macroeconomics. --- Mathematics, general. --- Quantitative Finance. --- Macroeconomics/Monetary Economics//Financial Economics. --- Finance, general. --- Business mathematics --- Economics --- Funding --- Funds --- Currency question --- Math --- Science --- Economics, Mathematical . --- Mathematical economics --- Econometrics --- Methodology

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Statistics. --- Sociaal-economische situatie. --- STATISTICS. --- ITALY. --- Italy --- Italy. --- Italie --- Italia --- Italian Republic --- Italianska republika --- Italʹi︠a︡nskai︠a︡ Rėspublika --- Italien --- Italii︠a︡ --- Italii︠a︡ Respublikasi --- Italiĭsʹka Respublika --- Itālija --- Itālijas Republika --- Italijos Respublika --- Italikē Dēmokratia --- Īṭāliyā --- Italiya Respublikasi --- It'allia --- It'allia Konghwaguk --- İtalya --- İtalya Cumhuriyeti --- Iṭalyah --- Iṭalye --- Itaria --- Itaria Kyōwakoku --- Jumhūrīyah al-Īṭālīyah --- Kgl. Italienische Regierung --- Königliche Italienische Regierung --- Laško --- Lýðveldið Ítalía --- Olasz Köztársaság --- Olaszország --- Regno d'Italia --- Repubblica italiana --- Republiḳah ha-Iṭalḳit --- Włochy --- Yidali --- Yidali Gongheguo --- Sardinia --- Repubblica italiana (1946- ) --- Italian Republic (1946- ) --- Regno d'Italia (1861-1946) --- إيطاليا --- جمهورية الإيطالية --- Італія --- Італьянская Рэспубліка --- Италия --- Италианска република --- Ιταλία --- Ιταλική Δημοκρατία --- 이탈리아 --- 이탈리아 공화국 --- איטליה --- רפובליקה האיטלקית --- イタリア --- イタリア共和国 --- Италия Республикаси --- Итальянская Республика --- Італійська Республіка --- איטאליע --- 意大利 --- 意大利共和国 --- Statistics as Topic. --- Area Analysis --- Correlation Studies --- Correlation Study --- Correlation of Data --- Data Analysis --- Estimation Technics --- Estimation Techniques --- Indirect Estimation Technics --- Indirect Estimation Techniques --- Multiple Classification Analysis --- Service Statistics --- Statistical Study --- Statistics, Service --- Tables and Charts as Topic --- Analyses, Area --- Analyses, Data --- Analyses, Multiple Classification --- Analysis, Data --- Analysis, Multiple Classification --- Area Analyses --- Classification Analyses, Multiple --- Classification Analysis, Multiple --- Data Analyses --- Data Correlation --- Data Correlations --- Estimation Technic, Indirect --- Estimation Technics, Indirect --- Estimation Technique --- Estimation Technique, Indirect --- Estimation Techniques, Indirect --- Indirect Estimation Technic --- Indirect Estimation Technique --- Multiple Classification Analyses --- Statistical Studies --- Studies, Correlation --- Studies, Statistical --- Study, Correlation --- Study, Statistical --- Technic, Indirect Estimation --- Technics, Estimation --- Technics, Indirect Estimation --- Technique, Estimation --- Technique, Indirect Estimation --- Techniques, Estimation --- Techniques, Indirect Estimation --- Sardinia (Italy) --- Italʹi͡anskai͡a Rėspublika --- Italii͡ --- Italii͡a Respublikasi --- Īṭāliy --- Італійська Республіка --- market analysis. --- economics. --- Economics, Business and Industry --- aggregation (economics) --- agribusiness and business economics --- agricultural economics --- bioeconomics --- consumer economics --- econometrics --- economic analysis --- economic behavior --- economic crises --- economic development --- economic evaluation --- economic factors --- economic outlook and situation --- economic policy --- economic regions --- economic resources --- economic systems --- economic theory --- economic, census and historical data --- environmental economics --- financial economics --- fungibility --- industrial organization and market structure --- international economics --- labor and demographic economics --- macroeconomics --- microeconomics --- production economics --- public economics --- regional economics --- socioeconomics --- trade --- economists --- market research --- marketing --- Statistics as Topic