Training and Research
PhD Programme Courses/classes
This page shows the PhD course's training activities for the academic year 2024/2025. Further activities will be added during the year. Please check regularly for updates!
Introduction to Economics
Credits: 5
Language: English
Teacher: Roberto Ricciuti
Mathematics
Credits: 3.8
Language: English
Teacher: Andrea Mazzon
Probability
Credits: 7.5
Language: English
Teacher: Marco Minozzo
Mathematical Statistics
Credits: 5
Language: English
Teacher: Lorenzo Frattarolo, Claudia Di Caterina
Continuous Time Econometrics
Credits: 5
Language: English
Teacher: Chiara Amorino, Amorino Chiara, Cecilia Mancini
Macroeconomics I
Credits: 7.5
Language: English
Teacher: Khalid W A Shomali, Alessia Campolmi
Microeconomics 1
Credits: 7.5
Language: English
Teacher: Claudio Zoli, Martina Menon, Maurizio Malpede
Field Experiments
Credits: 1
Language: Italian
Teacher: Pol Campos
Game Theory
Credits: 5
Language: English
Teacher: Francesco De Sinopoli
Elements of Financial Risk Management
Credits: 2.5
Language: English
Teacher: Prof. Kim Christensen
Stochastic Optimization and Control
Credits: 5
Language: English
Teacher: Athena Picarelli
Financial Time Series
Credits: 5
Language: English
Teacher: Giuseppe Buccheri
Job Market Orientation
Credits: 1
Language: English
Teacher: Simone Quercia
Advice to Young Researchers
Credits: 4
Language: English
Teacher: Marco Piovesan
Finanza Matematica
Credits: 5
Language: English
Teacher: Guido Gazzani, Alessandro Gnoatto
Behavioral and Experimental Economics
Credits: 4
Language: English
Teacher: Simone Quercia, Maria Vittoria Levati, Marco Piovesan
Stochastic Processes in Finance
Credits: 5
Language: English
Teacher: Sara Svaluto Ferro
Health Economics
Credits: 4
Language: English
Teacher: Paolo Pertile
Development economics
Credits: 4
Language: English
Teacher: Federico Perali
Political Economy
Credits: 4
Language: English
Teacher: Emanuele Bracco, Roberto Ricciuti
Inequality
Credits: 4
Language: English
Teacher: Francesco Andreoli, Claudio Zoli
Quantitative research methods
Credits: 6.8
Language: English
Teacher: Luca Grassetti, Francesca Visintin, Laura Pagani
Stochastic Processes in Finance (2024/2025)
Teacher
Referent
Credits
5
Language
English
Class attendance
Free Choice
Location
VERONA
Learning objectives
The course covers recent developments in stochastic processes in the field of finance, with a particular focus on Markov processes. In the first part of the course, students will become familiar with Markov processes and the related mathematical techniques. The second part will address the main applications of Markov processes in finance.
Didactic methods
Frontal teaching.
Scheduled Lessons
| When | Classroom | Teacher | topics |
|---|---|---|---|
|
Wednesday 23 April 2025 09:30 - 13:30 Duration: 4:00 AM |
Polo Santa Marta - SMT.07 [SMT.7 - terra] | Sara Svaluto Ferro | TBA |
|
Tuesday 29 April 2025 09:30 - 12:30 Duration: 3:00 AM |
Polo Santa Marta - LAB.SMS.4 - Aula Informatica [LAB.SMS.4 - sotterraneo] | Sara Svaluto Ferro | TBA |
|
Wednesday 30 April 2025 14:00 - 15:00 Duration: 1:00 AM |
Polo Santa Marta - SMT.08 [SMT.8 - terra] | Sara Svaluto Ferro | TBA |
|
Tuesday 13 May 2025 09:30 - 13:30 Duration: 4:00 AM |
Polo Santa Marta - LAB.SMS.1 [LAB.SMS.1 - sotterraneo] | Sara Svaluto Ferro | TBA |
|
Tuesday 20 May 2025 09:30 - 13:30 Duration: 4:00 AM |
Polo Santa Marta - LAB.SMS.1 [LAB.SMS.1 - sotterraneo] | Sara Svaluto Ferro | TBA |
|
Tuesday 27 May 2025 09:30 - 13:30 Duration: 4:00 AM |
Polo Santa Marta - SMT.10 [SMT.10 - terra] | Sara Svaluto Ferro | TBA |
