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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)

10th April 2019 10:30 a.m. – 3:30 p.m. Location: Botanical garden, Padova - https://www.ortobotanicopd.itPhD Open Day 2019 programSupported by a grant from MIUR (Dipartimenti di Eccellenza DM…

Corso di Dottorato in Studi storici, geografici e antropologici, People Choice winner della Three Minute Thesis Competition dell'Università di Padova - Ed. 2019

di Alberto Diantini L'Amazzonia è una delle aree a maggiore biodiversità del pianeta, scrigno anche di un immenso patrimonio culturale rappresentato da centinaia di gruppi etnici,…