Financial Mathematics (2023/2024)

Course code
cod wi: dt001093
Name of lecturer
Alessandro Gnoatto
Coordinator
Alessandro Gnoatto
Number of ECTS credits allocated
5
Academic sector
SECS-S/06 - MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES
Language of instruction
Italian
Location
VERONA
Period
Anno accademico 2023/2024 Dottorato di Ricerca dal Oct 1, 2023 al Sep 30, 2024.

Lesson timetable

Go to lesson schedule

Learning outcomes

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.

Syllabus

Financial modelling with BSDEs.

Assessment methods and criteria

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.

Share