Il corso introduce la teoria, i modelli ed i metodi numerici per il pricing dei principali prodotti derivati. Inoltre, verranno trattate le pricinpali strategie di investimento e hedging con gli strumenti derivati. I modelli saranno implementati in MATLAB. (The student who successfully completes the course will have an advanced knowledge of quantitative finance, will understand the main analytical and numerical techniques for pricing financial derivatives, will be able to use financial derivatives to manage risks and to develop hedging strategies. The practical sessions in the course are based on the use of the computational software MATLAB.)