Università Roma Tre

-The completeness and incompleteness of the markets
-The assumptions underlying the Black-Scholes-Merton model and the alternative valuation models
-Arbitrage and hedging techniques
-The Greeks
-Value at Risk and its generalizations
-Volatility smiles
-Insurance derivatives
-Risk management in energy markets
-Atmospheric derivatives
-Swaps
-Interest rate derivatives (standard models, short-term rate models, advanced models)
-Real Options
-Exotic Options
-Credit derivatives

HULL Opzioni , Futures e altri derivati. Ediz. Mylab. 2018