Training and Research
PhD Programme Courses/classes
This page lists the training activities for the PhD programme for the academic year 2025/2026. Additional activities will be added during the year. Please check back regularly for updates!
Mathematics
Credits: 7.5
Language: English
Teacher: Corrado De Vecchi, Andrea Mazzon
Probability
Credits: 7.5
Language: English
Teacher: Marco Minozzo
Introduction to Economics
Credits: 5
Language: English
Teacher: Roberto Ricciuti
Mathematical Statistics
Credits: 5
Language: English
Teacher: Catia Scricciolo
Continuous Time Econometrics
Credits: 5
Language: English
Teacher: Cecilia Mancini
Macroeconomics I
Credits: 7.5
Language: INGLESE
Teacher: Tamara Fioroni, Alessia Campolmi
Microeconomics I
Credits: 10.5
Language: English
Teacher: Simona Fiore, Claudio Zoli, Martina Menon
Game Theory
Credits: 5
Language: English
Teacher: Francesco De Sinopoli
Financial Time Series
Credits: 5
Language: English
Teacher: Giuseppe Buccheri, Lorenzo Frattarolo
Stochastic Optimization and Control
Credits: 5
Language: English
Teacher: Athena Picarelli
Advice to Young Researchers
Credits: 4
Language: English
Teacher: Marco Piovesan
Job Market Orientation
Credits: 2
Language: English
Teacher: Simone Quercia
Behavioral and Experimental Economics
Credits: 4
Language: English
Teacher: Simone Quercia, Maria Vittoria Levati, Marco Piovesan
Inequality
Credits: 4
Language: English
Teacher: Francesco Andreoli, Claudio Zoli, Lidia Ceriani
Health Economics
Credits: 4
Language: English
Teacher: Paolo Pertile, Paola Bertoli
Stochastic Processes in Finance
Credits: 5
Language: English
Teacher: Sara Svaluto-Ferro
Political Economy
Credits: 4
Language: English
Teacher: Emanuele Bracco, Roberto Ricciuti
Development Economics
Credits: 4
Language: Italian
Teacher: Federico Perali
Financial Mathematics
Credits: 5
Language: Inglese
Teacher: Alessandro Gnoatto
Financial Mathematics (2025/2026)
Teacher
Referent
Credits
5
Language
Inglese
Class attendance
Compulsory
Location
VERONA
Learning objectives
Learn how to do research in Mathematical Finance.
Prerequisites and basic notions
Stochastic calculus w.r.t. Brownian motion. Knowledge of Lévy processes is a plus.
Program
Financial modelling with BSDEs
Bibliography
Didactic methods
Classical lectures.
Learning assessment procedures
A research topic for a presentation or a small conference paper under the supervision of the teacher will be assigned to each student. The paper should be sent to the instructor at a date agreed between the student and the teacher.
Assessment
Mathematical soundness, practical relevance.
Criteria for the composition of the final grade
100% final paper
