mazzon
univrit
AndreaMazzon
(pdf, en, 151 KB, 04/09/23)
Andrea Mazzon è un Ricercatore a Tempo Determinato (RTDB) presso il dipartimento di Scienze Economiche dell'Università di Verona.
Ha ottenuto il dottorato di ricerca in Mathematics in Natural, Social and Life Sciences presso la Scuola Internazionale Superiore di Studi Avanzati (SISSA) di Trieste in collaborazione con il Gran Sasso Science Institute (GSSI), con una tesi dal titolo Asset price bubbles in Financial networks, per la quale ha lavorato alla LMU di Monaco di Baviera sotto la supervisione dei prof. Biagini e Meyer-Brandis.
Presso la LMU è stato prima post-doc e poi Lecturer, per tre anni.
I suoi interessi di ricerca includono Model uncertainty, rischio finanziario climatico e lo studio di martingale locali.
Modules running in the period selected: 8.
Click on the module to see the timetable and course details.
| Course | Name | Total credits | Online | Teacher credits | Modules offered by this teacher |
|---|---|---|---|---|---|
| Master’s degree in Banking and Finance | Financial risk management (2025/2026) | 12 | 3 | PROGRAMMAZIONE IN JAVA PER LA FINANZA | |
|
Master’s degree in Banking and Finance
Course partially running
|
Asset Pricing Models (2024/2025) | 9 |
|
7.66 | |
|
Master’s degree in Banking and Finance
Course partially running
|
Computational methods for finance (2024/2025) | 6 |
|
6 | |
| Ph.D. in Economics and Finance | Mathematics (2024/2025) | 3.75 |
|
3.75 | |
|
Master’s degree in Banking and Finance
Course partially running
|
Financial risk management (2024/2025) | 12 |
|
3 | PROGRAMMAZIONE IN JAVA PER LA FINANZA |
|
Master’s degree in Banking and Finance
Course partially running
|
Asset Pricing Models (2023/2024) | 9 |
|
9 | |
|
Master’s degree in Banking and Finance
Course partially running
|
Computational methods for finance (2023/2024) | 6 |
|
6 | |
| Ph.D. in Economics and Finance | Mathematics (2023/2024) | 4.5 |
|
4.5 |
Di seguito sono elencati gli eventi e gli insegnamenti di Terza Missione collegati al docente:
| Topic | Description | Research area |
|---|---|---|
| MSC 60G40 - Stopping times; optimal stopping problems; gambling theory | Modelling of stopping times and optimal stopping problems in stochastic processes, focusing on decision-making under uncertainty in dynamic systems; analysis of timing strategies, reward optimization, and risk evaluation; application of gambling theory and martingale methods to study temporal variations and optimal stopping rules. |
Quantitative Methods for Economics
Stochastic processes |
| MSC 62P05 - Applications to actuarial sciences and financial mathematics | Risk modelling in insurance and finance, in particular credit risk with the development of credit scoring models and algorithms; calibration of the probabilities of defaults; market segmentation. |
Quantitative Methods for Economics
Applications |
| MSC 91B30 - Risk theory, insurance | Risk modelling in insurance and finance, focusing on the assessment and management of uncertainty in dynamic systems; development of probabilistic structures for claim processes, premium calculation, and solvency analysis; application of stochastic processes and risk measures to evaluate temporal variations and optimize risk-sharing strategies. |
Quantitative Methods for Economics
Mathematical economics |
| MSC 91B70 - Stochastic models | Stochastic modelling in economics and finance, focusing on dynamic systems that evolve over time under uncertainty; development of probabilistic frameworks for market behavior, risk assessment, and decision-making; applications of stochastic processes and stochastic control to model temporal variations and optimize strategies. |
Quantitative Methods for Economics
Mathematical economics |
| Office | Collegial Body |
|---|---|
| Commissione Seminari - Department Economics | |
| member | Economics Department Council - Department Economics |
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