The course aims to provide mathematical and probabilistic models and concepts
for the study of continuous-time financial markets, in particular for
financial risk management, hedging and
pricing of derivative securities, including credit derivatives.
The course aims to provide specific quantitative knowledge
- for professional figures operating in financial markets, including the
"Market risk analyst", the "risk manager" and the "credit risk analyst";
- for research activities in Finance;
- for the profession of Financial Advisors.