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• Research Areas
  • Mathematics
    • Algebra
      • Additive Categories
        • Additive, Abelian and Grothendieck Categories
        • Triangulated and Derived Categories
      • Group Theory
        • Asymptotic and Probabilistic Problems in Group Theory
        • Lattice problems in Group Theory
        • p-local analysis in finite simple groups
      • Representation Theory
        • Lie Theory
        • Module Theory
      • Ring Theory
        • Commutative Rings
        • Noncommutative Rings
    • Analysis and PDE
      • Algebraic and Complex Analysis
        • Algebraic Analysis
        • Microlocal Analysis
        • Several Complex Variables
      • Calculus of Variations
        • Existence, regularity, and necessary conditions
        • Geometric inequalities in the Calculus of Variations
        • Variational convergences and extremum problems
      • Control Theory and Hamilton-Jacobi PDE
        • Control of PDE
        • Differential inclusions and Nonsmooth analysis
        • Geometric and optimal control
        • Hamilton-Jacobi PDE and Viscosity solutions
        • Impulsive control
        • Quantum control
        • Subriemannian geodesics
      • Functional Analysis, Harmonic Analysis and PDE
        • Asymptotic Analysis of Elliptic and Parabolic PDE
        • Nonlinear Harmonic Analysis and Operator Theory
        • Spectral Theory of Differential Operators
      • Geometric Measure Theory and Geometric Analysis
        • Analysis in Carnot groups
        • Geometric Measure Theory
        • Minimal surfaces
        • Prescribed curvature problems and conformal geometry
      • Hyperbolic and Dispersive PDE
        • Dispersive equations
        • Hyperbolic conservation laws
      • Mean Field and Differential Games
        • Mean Field Games
        • Mean Field Control
        • Differential Games
      • Nonlinear Elliptic and Parabolic problems
        • Existence, uniqueness and regularity of solutions, quasilinear equations
        • Fully nonlinear equations
        • Multiscale problems in PDE
        • Semilinear equations
      • Potential Theory
      • Theory of function spaces
    • Didactics of Mathematics
      • Mathematical modelling, problem posing, and teacher training at all levels of schooling
    • Geometry and Number Theory
      • Algebraic and Complex Analysis
        • Algebraic Analysis
        • Microlocal Analysis
        • Several Complex Variables
      • Algebraic and Complex Geometry
        • Algebraic Groups
        • Algebraic Varieties
        • Cohomological Theories
        • Moduli Problems
      • Arithmetic Geometry
      • Differential Geometry
      • Number Theory
        • Algebraic Number Theory
        • Analytic Number Theory
    • Mathematics for Economics and Finance
      • Differential games and applications
      • Quantitative finance
      • Stochastic Methods for Finance
    • Mathematical Logic
      • Categorical Logic
      • Constructive Mathematics and its Foundations
      • Type Theory
    • Mathematical Physics and Dynamical Systems
      • Celestial Mechanics
      • Continuum Mechanics
      • Hamiltonian Systems
      • Quantum Mechanics
      • Statistical Mechanics
      • Topological and Geometric Aspects of Mechanics and Dynamics
    • Numerical Analysis
      • Approximation theory
        • Kernel-based approximation and meshless methods
        • Multivariate polynomial approximation
        • Multivariate polynomial inequalities
        • Rational interpolation and approximation
        • Quadrature and cubature formulas
      • Mathematical imaging and pattern recognition
        • Medical imaging, pattern recognition and MPI
      • Numerical linear algebra
        • Ill-posedness regularization
        • Numerical methods for signals and systems
        • Parallel computing
      • Numerical methods for Data Science
        • Imaging for Earth Observation
        • Mathematical systems modelling from data
        • Near-optimal regression designs
      • Numerical solution of PDEs
        • Computational fluid-dynamics, mechanics and geomechanics
        • Coupled problems in science and engineering
        • Finite elements and volumes
    • Operations Research
      • Applications of Operations Research
        • Airport optimization and air traffic flow management
        • Computational biology
        • Industrial applications (scheduling, bin packing, optimal design)
        • Telecommunication network design
        • Vehicle routing and logistics
      • Combinatorial and network optimization
        • Graph theory and graph optimization algorithms
        • Matheuristics and meta-heuristics methods
        • Polyhedral combinatorics
      • Integer and mixed integer linear programming
        • Cutting plane methods
        • Decomposition methods for large scale (mixed) integer programs
        • Reformulations and extended formulations
        • Theory of (mixed) integer linear programming
      • Nonlinear optimization
        • Methods for constrained optimization
        • Methods for derivative-free optimization
        • Methods for mixed integer nonlinear programming
        • Methods for sparse optimization
      • Optimization and Data Science
        • Data-driven approaches to real-world problems
        • Optimization methods for machine learning
    • Probability
      • Interacting Particle Systems and Statistical Mechanics
      • Numerical Probability
      • Queueing Theory
      • Random Processes on Complex Networks
      • Schrödinger Problem and Stochastic Mass Transport
      • Stochastic Control and Filtering
      • Stochastic Differential Equations and Applications
      • Stochastic Homogenization
      • Stochastic Methods for Finance
      • Stochastic Models for Ecology and Biology
  • Computer Science
    • Analysis of the Social Impact of New Technologies and Digital Revolution
    • Artificial Intelligence
      • Algorithms
      • Analysis of biological data and bioinformatics
      • Computer vision, multimedia and signal processing
      • Machine learning, natural language processing and knowledge representation
      • Process Analytics and Mining
    • Programming Languages
    • Systems and Cybersecurity
      • Cloud Platforms for parallel/distributed systems
      • Cybersecurity
      • Development and verification of embedded and cyber-physical systems
      • Mobile Computing and Networking
      • Software engineering, Operating Systems, Computer Languages
      • Web technologies, Social Networks and Semantic Web
      • Web-based and Information Systems
    • Theory of Computing
      • Formal Methods for Software Reliability
      • Algorithms and Complexity
• Doctoral courses
• Events
• Seminars and Colloquia
• Research Integrity Code

Stochastic Methods for Finance

DEPARTMENT OF MATHEMATICS “TULLIO LEVI-CIVITA”

• Biblioteca Matematica [it]
• School of Science
• School of Engineering
• Università degli Studi di Padova

CONTACTS

• • Via Trieste, 63 - 35121 Padova
  • Phone: +39 049 827 1200
  • Fax: +39 049 827 1499
• email: dipmath@math.unipd.it
• Certified email: dipartimento.math@pec.unipd.it
• Webmaster: servizio.calcolo@math.unipd.it