Training and Research
PhD Programme Courses/classes
Mathematical Statistics
Credits: 5
Language: English
Teacher: Catia Scricciolo
Microeconomics 1
Credits: 7.5
Language: English
Teacher: Simona Fiore, Claudio Zoli, Martina Menon
Continuous Time Econometrics
Credits: 5
Language: English
Teacher: Cecilia Mancini
Probability
Credits: 7.5
Language: English
Teacher: Marco Minozzo
Macroeconomics I
Credits: 7.5
Language: English
Teacher: Tamara Fioroni, Alessia Campolmi
Game Theory
Credits: 5
Language: English
Teacher: Francesco De Sinopoli
Mathematics
Credits: 4.5
Language: English
Teacher: Andrea Mazzon, Jonathan Yick Yeung Tam
Advice to Young Economists
Credits: 4
Language: English
Teacher: Marco Piovesan
Stochastic Optimization and Control
Credits: 5
Language: English
Teacher: Athena Picarelli
Financial Time Series
Credits: 5
Language: English
Teacher: Giuseppe Buccheri, Francesca Rossi
Mean Field Games (part I)
Credits: 2.5
Language: English
Teacher: Luciano Campi
Job Market Orientation
Credits: 1
Language: English
Teacher: Joan Madia, Simone Quercia
Discretization of Processes
Credits: 4.5
Language: English
Teacher: Jean Jacod
Topics in applied economics with administrative data
Credits: 1
Language: English
Teacher: Edoardo Di Porto
Multivariate Analysis with Latent Variables: The SEM Approach
Credits: 3
Language: English
Teacher: Albert Satorra
Finanza Matematica
Credits: 5
Language: English
Teacher: Alessandro Gnoatto
Political Economy
Credits: 4
Language: English
Teacher: Emanuele Bracco, Roberto Ricciuti
Finite Mixture Models in Health Economics: Theory and Applications
Credits: 1
Language: English
Teacher: Paolo Li Donni
Inequality
Credits: 4
Language: English
Teacher: Francesco Andreoli, Claudio Zoli
Behavioral and Experimental Economics
Credits: 4
Language: English
Teacher: Simone Quercia, Maria Vittoria Levati, Marco Piovesan
Health Economics
Credits: 4
Language: English
Teacher: Paolo Pertile
Development economics
Credits: 4
Language: English
Teacher: Federico Perali
Finance
Credits: 4
Language: English
Teacher: Giorgio Vocalelli
Mean Field Games (part II)
Credits: 2.5
Language: English
Teacher: Giulia Liveri
Stochastic Processes in Finance
Credits: 5
Language: English
Teacher: Sara Svaluto-Ferro, Christa Cuchiero
Dynamic Corporate Finance
Credits: 2
Language: Englìsh
Finanza Matematica (2023/2024)
Teacher
Referent
Credits
5
Language
English
Class attendance
Free Choice
Location
VERONA
Learning objectives
Learn how to do research in Mathematical Finance. Learn the peer review process by submitting the paper which is required in order to get credits for this course.
Prerequisites and basic notions
Stochastic calculus w.r.t. Brownian motion. Knowledge of Lévy processes is a plus.
Program
Financial modelling with BSDEs.
Learning assessment procedures
A research topic for a small/conference paper under the supervision of the teacher will be assigned to each student. The paper should be sent to the instructor by the end of July.
Assessment
Mathematical soundness, practical relevance.
Criteria for the composition of the final grade
100% final paper
Scheduled Lessons
| When | Classroom | Teacher | topics |
|---|---|---|---|
|
Monday 08 April 2024 10:00 - 12:00 Duration: 2:00 AM |
Polo Santa Marta - SMT.07 [SMT.7 - terra] | Alessandro Gnoatto | Financial Mathematics |
|
Tuesday 09 April 2024 10:00 - 12:00 Duration: 2:00 AM |
Polo Santa Marta - SMT.07 [SMT.7 - terra] | Alessandro Gnoatto | Financial Mathematics |
|
Monday 15 April 2024 10:00 - 12:00 Duration: 2:00 AM |
Polo Santa Marta - SMT.07 [SMT.7 - terra] | Alessandro Gnoatto | Financial Mathematics |
|
Tuesday 16 April 2024 10:00 - 12:00 Duration: 2:00 AM |
Polo Santa Marta - SMT.07 [SMT.7 - terra] | Alessandro Gnoatto | Financial Mathematics |
|
Monday 22 April 2024 10:00 - 12:00 Duration: 2:00 AM |
Polo Santa Marta - SMT.07 [SMT.7 - terra] | Alessandro Gnoatto | Financial Mathematics |
|
Tuesday 23 April 2024 10:00 - 12:00 Duration: 2:00 AM |
Polo Santa Marta - SMT.07 [SMT.7 - terra] | Alessandro Gnoatto | Financial Mathematics |
|
Monday 29 April 2024 10:00 - 12:00 Duration: 2:00 AM |
Polo Santa Marta - SMT.07 [SMT.7 - terra] | Alessandro Gnoatto | Financial Mathematics |
|
Tuesday 30 April 2024 10:00 - 12:00 Duration: 2:00 AM |
Polo Santa Marta - SMT.07 [SMT.7 - terra] | Alessandro Gnoatto | Financial Mathematics |
|
Monday 06 May 2024 10:00 - 12:00 Duration: 2:00 AM |
Polo Santa Marta - SMT.07 [SMT.7 - terra] | Alessandro Gnoatto | Financial Mathematics |
|
Tuesday 07 May 2024 10:00 - 12:00 Duration: 2:00 AM |
Polo Santa Marta - SMT.07 [SMT.7 - terra] | Alessandro Gnoatto | Financial Mathematics |
