PhD in Economics

Ph.D. Thesis

Simulation Methods for Nonlinear and Non-Gaussian Models in Finance. Supervisor: Monica Billio

Reviewers: C. P. Robert and P. Müller.

Committee: G. Calzolari, T. Jappelli and L. Lambertini.

Received the Italian Economics Society (SIE) Award as best PhD Thesis 2004.

First Term

Mathematics (Optimization Methods), R. Miniaci, University of Padua

Mathematics for Economics I (Dynamical Systems), S. Giove, University of Venice

Mathematics for Economics II (Chaos Theory), A. Medio, University of Venice

Game Theory I, A. Nicolo’, University of Padua

Game Theory II (Auction Theory), M. Li Calzi, University of Venice

Macroeconomics I, J. M. Grandmont, CREST, W. Semmler, University of Bielefeld, S. Currarini, University of Venice

Microeconomics I, F. Manenti, University of Padua, P. Valbonesi, University of Padua, M. Moretto, University of Padua

Second Term

Econometrics I, N. Cappuccio, University of Padua

Econometrics II, M. Billio, University of Venice

Econometrics III, M. Billio, University of Venice

Macroeconomics II, G. Cazzavillan, University of Venice

Microeconomics II, C. Graziano, University of Udine, F. Khalil, Washington University, Seattle B. Parigi, University of Padua

Economics of Uncertainty, J. M. Grandmont, CREST

Public Economics, G. Muraro, University of Padua

Third Term

Microeconomics III, J. M. Tallon, Eurequa, University Paris I, Y. Nyarko, New York University, S. Chattopardhyay, University of Alicante, P. Gottardi, University of Venice

Computational Statistics, P. Naeve, University of Bielefeld

Applied Microeconomics, M.C. Molinari, University of Venice, S. Currarini, University of Venice

Applied Economics I, D. Rizzi, University of Venice

Applied Economics II, A. Brugiavini, University of Venice

Regional Economics and Dev., S. Magrini et al., University of Venice

SMI Summer School

Introduction to Topology, M. Castellani, University of L'Aquila

Probability Theory, D. Gillat, Tel Aviv University

Mathematics for Economics, M. Castellani, University of L'Aquila, F. Gozzi, Luiss University.