Department of Economics, Social Studies, Applied Mathematics and Statistics

Research products

Courses

• FIXED INCOME (SEM0021)
  Quantitative Finance and Insurance
• MATEMATICA PER L'ECONOMIA I - Canale A (Cognomi A-L) (SEM0096)
  Corso di studio in Economia
• MATHEMATICS FOR ECONOMICS I (SEM0157)
  Corso di studio in Economia
• MATHEMATICS FOR ECONOMICS I (SEM0246)
  Economics and Finance with Data Science

Research groups

• Matematica Applicata e Probabilità per l'Economia, la Finanza e le Assicurazioni / Applied Mathematics and Probability for Economics, Finance and Insurance

Research projects

• Argomenti di matematica applicata all'economia, la finanza e la fisica
• Stochastic dynamic optimization, multidimensional ambiguity aversion, and nonlinear kinetic equations
• Calcolo stocastico con applicazioni in finanza e assicurazioni, matematica per modelli dinamici di preferenze con avversione all'incertezza e limiti idrodinamici di equazioni cinetiche
• Mathematical methods for stochastic optimal control problems, kinetic equations, multivariate OU processes and decision theory
• Quantum kinetic equations, ambiguity aversion Quantum kinetic equations, ambiguity aversion, stochastic modeling and optimization
• Multidimensional Lévy-driven OU processes, Stochastic control theory for intertemporal non-linear optimization problems, Transport equations
• Decision-making via multivariate Lévy processes, stochastic control theory, and dissipative Boltzmann-type equations

Activities in agenda

See my calendar

Academic bodies

• Consiglio - Dipartimento di Scienze economico-sociali e matematico-statistiche

• Consiglio - Cds Economia

• Program Committee - Quantitative Finance and Insurance
• Students Mobility Committee - Comm. Erasmus
• Training Offer Committee

Office hours

Componente della Commissione per l'Orientamento, il Tutorato ed il Placement della Scuola di Management ed Economia