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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
Article

Abstract

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

Keywords

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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