Cookbook with Probability One

Professor Damiano Rossello has a degree in Economics and a Ph.D. in Mathematics for Economics and Finance from the University of Catania. His research is focused on probabilistic and computational aspects of risk management as well as portfolio optimization. He is currently an associate professor at the University of Catania, where he has been teaching graduate courses in Probability for Finance and undergraduate courses in Mathematics of Finance.

• 1 Probability, Events and Random Variables.- 2 Distribution of Random Variables.- 3 Multidimensional Random Variables.- 4 Moments and the Alike.- 5 Special Distributions.- 6 Conditioning.- 7 Regression, Prediction and more Dependence.- 8 Convergence Concepts.- 9 Introduction to Stochastic Processes.- 10 Introduction to Market Risk Measures.