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
Finanza Matematica (2024/2025)
Academic staff
Referent
Credits
5
Language
English
Class attendance
Free Choice
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 (Gnoatto). Signatures models (Gazzani)
Didactic methods
Frontal teaching.
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 07 April 2025 10:00 - 12:00 Duration: 2:00 AM |
Polo Santa Marta - LAB.SMS.1 [LAB.SMS.1 - sotterraneo] | Alessandro Gnoatto | Lezione 1 |
|
Thursday 10 April 2025 10:00 - 12:00 Duration: 2:00 AM |
Polo Santa Marta - SMT.11 [SMT.11 - terra] | Alessandro Gnoatto | Lezione 2 |
|
Monday 14 April 2025 10:00 - 12:00 Duration: 2:00 AM |
Polo Santa Marta - LAB.SMS.1 [LAB.SMS.1 - sotterraneo] | Alessandro Gnoatto | Lezione 3 |
|
Tuesday 22 April 2025 10:00 - 12:00 Duration: 2:00 AM |
Polo Santa Marta - Sala Andrea Vaona (DSE) [1.59 - 1] | Alessandro Gnoatto | Lezione 4 |
|
Thursday 24 April 2025 10:00 - 12:00 Duration: 2:00 AM |
Polo Santa Marta - LAB.SMS.1 [LAB.SMS.1 - sotterraneo] | Alessandro Gnoatto | Lezione 5 |
|
Monday 28 April 2025 10:00 - 12:00 Duration: 2:00 AM |
Polo Santa Marta - SMT.04 [SMT.4 - terra] | Alessandro Gnoatto | Lezione 6 |
|
Tuesday 06 May 2025 10:00 - 12:00 Duration: 2:00 AM |
Polo Santa Marta - Sala Andrea Vaona (DSE) [1.59 - 1] | Guido Gazzani | Calibration and option pricing |
|
Wednesday 07 May 2025 14:00 - 16:00 Duration: 2:00 AM |
Polo Santa Marta - SMT.07 [SMT.7 - terra] | Guido Gazzani | Introduction to the signature |
|
Friday 09 May 2025 14:00 - 16:00 Duration: 2:00 AM |
Polo Santa Marta - Sala Andrea Vaona (DSE) [1.59 - 1] | Guido Gazzani | Signature-based models |
|
Thursday 15 May 2025 15:00 - 17:00 Duration: 2:00 AM |
Polo Santa Marta - Sala Andrea Vaona (DSE) [1.59 - 1] | Guido Gazzani | Path-dependent volatility |
