Module I
Z. Bodie, A. Kane, A. J. Marcus: Essentials of Investments, Mc Graw Hill Higher Education, 2004.
G. E. P. Box, G. M. Jenkins, G. G. Reinsel: Time Series Analysis: Forecasting and Control - 3rd Edition, Prentice Hall,1994.
C.Gourieroux: ARCH Models and Financial Applications, Springer Series in Statistics, 1997.
G. M. Gallo, B. Pacini: Metodi Quantitativi per i Mercati Finanziari, Carocci Editore, 2002.
Module II
R. T. Clemen, T. Reilly, “Making Hard Decisions”, Pacific Grove: Duxbury, 2001.
M. L. Puterman, “Markov Decision Processes: Discrete Stochastic Dynamic Programming”, Wiley-Interscience, 1994.
T. Soderstrom, "Discrete-time Stochastic Systems", Springer, 2002.
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