PhD program in Applied Mathematics
(Dottorato di Ricerca in Matematica per le Decisioni Economiche)
Aims and ScopeThe use of quantitative methods in Economics, Finance and Management Science cannot be avoided when concrete models are considered or state of the art research papers are developed. For this very reason, applied mathematics is rising in its importance since it is a necessary tool for the study of Economics, Finance, Management Science. The aim of this PhD program is to provide a deep interdisciplinary knowledge in applied mathematics, offering mathematical capabilities to be spent in Economics, Finance and Management Science. In other words, the following general topics will be studied from both a theoretical and an applicative point of view:
- mathematical methods and models for economics;
- mathematical methods and models for management science;
- mathematical methods and models for finance;
- risk theory in finance and insurance;
- mathematical methods and models for logistic systems;
- decision theory in finance and social science;
- operations research.
Research areasA deep knowledge in the field is strictly related to research level studies. Some of the research topics promoted by the members of the PhD scientific and teaching board are:
- Mathematical finance and financial markets
- Nonlinear dynamic systems and their applications
- Game theory and general economic equilibrium
- Methods and models of operations research for management science
- Optimality conditions in scalar and vector optimization
- Generalized convexity and monotonicity
- Sequential methods for solving generalized quadratic and generalized fractional programs
- Quantitative methods for logistic systems
Courses
The three years PhD program is virtually divided into two parts. In the first three semesters the students have to deep on their multidisciplinary knowledge in the fields of operations research, optimization, finance, microeconomics and macroeconomics. With this aim various courses are organized and corresponing final examinations have to be positively given. Then, a research tutor is chosen by the students depending on their research interests. A research topic is assigned for the final PhD thesis and some research paper are expected as results of this research activity.
