Lettera Matematica

, Volume 5, Issue 2, pp 105–111 | Cite as

F for Finance

From classical financial mathematics to portfolio theory and new financial products
  • Flavio Pressacco


A history of modern mathematics of finance, from the ancient times to the contemporary quantitative finance, with special attention to portfolio and options theory.


Portfolio theory Options theory Modern financial mathematics 


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Copyright information

© Centro P.RI.ST.EM, Università Commerciale Luigi Bocconi 2017

Authors and Affiliations

  1. 1.DIES, Department of Economics and StatisticsUniversity of UdineUdineItaly

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