Tiziano De Angelis
Professor
- Department of Economics, Social Studies, Applied Mathematics and Statistics
- 13/STAT-04 - MATHEMATICAL METHODS FOR ECONOMY, FINANCE AND ACTUARIAL SCIENCES
- STAT-04/A - Mathematical Methods for Economy, Finance and Actuarial Sciences
- ORCID: orcid.org/0000-0002-0164-7936
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
- ADVANCED STOCHASTIC CALCULUS WITH APPLICATIONS (SEM0229)
Quantitative Finance and Insurance - PROBABILITY AND STATISTICS (SEM0102)
Corso di studio in Economia - PROBABILITY AND STATISTICS (SEM0255)
Economics and Finance with Data Science - PROBABILITY FOR FINANCE (SEM0173)
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
- Argomenti di matematica applicata all'economia, la finanza e la fisica
- 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
Activities in agenda
Academic bodies
Personal web page: https://sites.google.com/site/tizianodeangelis