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Runggaldier, Wolfgang J.:
Sugli sviluppi della matematica applicata in un settore interdisciplinare: la finanza matematica
Bollettino dell'Unione Matematica Italiana Serie 8 2-A (1999) —La Matematica nella Società e nella Cultura, fasc. n.3, p. 297-316, Unione Matematica Italiana (Italian)
pdf (248 Kb), djvu (243 Kb). | MR1832863 | Zbl 05292608

Sunto

La moderna finanza matematica è un settore interdisciplinare tra economia e matematica che, allo stato attuale, è a forte contenuto matematico, soprattutto probabilistico. Iniziamo questo articolo accennando alle origini di questa disciplina, che non sono molto lontane nel tempo e che erano di natura più economica/econometrica. Successivamente arriveremo a descrivere gli sviluppi più recenti e più tipicamente matematici.
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