Tiziano De Angelis
Professor
- Department of Economics, Social Studies, Applied Mathematics and Statistics
- SSD: SECS-S/06 - mathematical methods of economy, finance and actuarial sciences
- ORCID: orcid.org/0000-0002-0164-7936
Contacts
At
- Department of Economics, Social Studies, Applied Mathematics and Statistics
- Dipartimento di Scienze economico-sociali e matematico-statistiche
- Corso di studio in Economia
- Quantitative Finance and Insurance
Curriculum vitae
Curriculum Vitae
(99.9 KB) Research products
All my research productsSelected research products
The complete list of my publications and other useful information
can be found on my external webpage
Courses
- PROBABILITY AND STATISTICS (SEM0102)
Corso di studio in Economia - PROBABILITY FOR FINANCE (SEM0173)
Quantitative Finance and Insurance - STOCHASTIC CALCULUS AND MATHEMATICAL FINANCE (SEM0174)
Quantitative Finance and Insurance
Research groups
- Matematica Applicata e Probabilità per l'Economia, la Finanza e le Assicurazioni / Applied Mathematics and Probability for Economics, Finance and Insurance
- Teoria Economica / Economic Theory
Research projects
- Probabilistic methods for energy transition - PRIN PNRR 2022
- Stochastic control and games and the role of information - PRIN 2022
- 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
Academic bodies
Personal web page: https://sites.google.com/site/tizianodeangelis