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Presentation of the PhD programme in Economics and Management offered by the University of Padua: admissions, program structure, faculty, courses, activities, and placement opportunities.

During this meeting we presented the PhD programme in Economics and Management of the University of Padova and we talked about admissions, structure, faculty, courses, activities, placement. For…

13 marzo 2023 Aula Magna Palazzo del Bo, Università degli Studi di Padova Clip Dottorato di ricerca ad honorem in Economics and Management al prof. Gary Gereffi Con la cerimonia di…

After six successful editions, the University of Padua is offering a new MSCA MaRaThoN between 22 and 24 May 2023. MSCA MaRaThoN is a training course targeting top candidates who wish to apply for…

Meet Erin, our recent PhD graduate, currently working at University College London. In this video she shares her experience at the Department of Economics and Management of the University of Padova.

Presentation of our PhD Program in Economics and Management: admissions, structure, faculty, courses, activities and placement.

Random walk approximation of Brownian motion. Tree methods. Computationally simple trees: the case of a constant diffusion and the general case. How to parallelize the algorithm.

A general weak convergence result for diffusion processes. Monte Carlo simulation of a diffusion process: the Euler scheme. Discretization error and Monte Carlo error. How to parallelize the…

Brownian motion. Nondifferentiability of paths. The stochastic integral and the Ito isometry. Ito processes and Ito formula. Stochastic differential equations.

Markov chains: definition and examples. Simulation of a Markov chain. Simulation of Markov chains in the ergodic case.

Variance reduction methods in Monte Carlo: antithetic variables, control variates, importance sampling. Examples and implementation

Introduction to the course. Monte Carlo methods. Simulation of random variables. Error estimation with Monte Carlo methods.

End of Lectures 1-2

Lectures 1-2 (sudden fall of Internet connection at the end)