Cecilia Mancini

Foto Cecilia Mancini,  October 2, 2019
Position
Full Professor
Role
Professore ordinario
Academic sector
SECS-S/06 - MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES
Research sector (ERC)
PE1_8 - Analysis

PE1_19 - Control theory and optimisation

SH1_6 - Econometrics; operations research

PE1_13 - Probability

PE1_14 - Statistics

Office
Polo Santa Marta,  Floor 1,  Room 1.26
E-mail
cecilia|mancini*univr|it <== Replace | with . and * with @ to have the right email address.

Office Hours

Wednesday, Hours 11:00 AM - 12:30 PM,   Polo Santa Marta, Floor 1, room 1.26
Wednesday, Hours 3:30 PM - 5:00 PM,  
Mercoledì ore 15.30 presso il polo universitario a Vicenza, viale Margherita 87, SU APPUNTAMENTO scrivendo a cecilia.mancini@univr.it, ufficio 5 piano 3
Mercoledì ore 11 presso il DSE, Santa Marta, via Cantarane 24, Verona,  SU APPUNTAMENTO scrivendo a cecilia.mancini@univr.it, ufficio 26 piano 1
 

Curriculum

Modules

Modules running in the period selected: 4.
Click on the module to see the timetable and course details.

 

Research groups

INdAM - Unità di Ricerca dell'Università di Verona
Questa pagina è dedicata all'unità di ricerca INdAM dell'Università di Verona.
Research interests
Topic Description Research area
JEL C02 - Mathematical Methods Statistics of stochastic processes, mainly for financial econometrics applications Mathematical and Quantitative Methods
JEL C12 - Hypothesis Testing: General Hypotesis testing to detect spatial correlation and to assess whether models are correctly specified, development of analytical corrections to improve tests' performance in finite samples. Quantitative Methods for Economics
Econometric and Statistical Methods and Methodology: General
JEL C13 - Estimation: General Development and estimation of statistical models in finance, and for economic and social data; computationally intensive Monte Carlo estimation algorithms such as Monte Carlo EM and sequential Monte Carlo. Quantitative Methods for Economics
Econometric and Statistical Methods and Methodology: General
JEL C14 - Semiparametric and Nonparametric Methods: General Stime dei coefficienti di semimartingale con salti definite a tempi continui ma osservate a tempi discreti. Quantitative Methods for Economics
Econometric and Statistical Methods and Methodology: General
JEL C51 - Model Construction and Estimation Modellizzazione dei (possibili) salti nei prezzi di titoli finanziari, osservati in modo discreto. Quantitative Methods for Economics
Econometric Modeling
JEL C52 - Model Evaluation, Validation, and Selection Stima, diagnostica e selezione di modelli per i salti nelle traiettorie dei prezzi di titoli finanziari, date osservazioni discrete. Quantitative Methods for Economics
Econometric Modeling
JEL C58 - Financial Econometrics Covers studies related to econometric modeling of financial markets. Analysis of econometric models with continuous time and its applications in finance. Robust estimates for volatility models of financial returns. Quantitative Methods for Economics
Econometric Modeling
JEL C61 - Optimization Techniques; Programming Models; Dynamic Analysis Covers theory and methods for optimization problems. Linear programming and mathematical programming. Vector optimization and duality models. Economic applications to the problems of optimal investment choices under conditions of uncertainty and portfolio optimization. Estimation of the parameters of financial models including a risk-neutral assumption and calibration of the models. Stochastic optimization for finding estimators of the volatility of a semimartingale with jumps. Quantitative Methods for Economics
Mathematical Methods; Programming Models; Mathematical and Simulation Modeling