CRM: Centro De Giorgi
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Summer School of Mathematics for Economic and Social Sciences

"Stochastic Processes and Stochastic Calculus with application to Economics and Finance"

12 September 2016 - 16 September 2016

Aims

ADMITTED PARTICIPANTS

The following candidates have been admitted to attend the school:

All admitted participants will receive individual notification and must confirm their attendance.

DESCRIPTION

The “Summer School of Mathematics for Economic and Social Sciences” aims to improve the knowledge of mathematical methods among graduate students in economics and social sciences, with a focus on those techniques which albeit widespread in use are not properly covered in typical graduate programs. The School is an interdisciplinary venue intended to foster the interaction of people coming from the too often separated communities of mathematical and social scientists.
It is funded and organized by the Mathematics Research Center “Ennio De Giorgi” and partially supported by the International Doctoral Program in Economics of the Scuola Superiore Sant'Anna.

Topics: "Stochastic Processes and Stochastic Calculus with application to Economics and Finance" (Please see Planned Activities for a preliminary programme and the Syllabus for a printable version.)

Venue: Fondazione Conservatorio Santa Chiara, San Miniato, Italy

Participation: participation is subject to selection. Only 20-25 positions are available. Financial support for board and accommodation will be provided.

Prerequisites: Multivariate differential and integral calculus. Knowledge of basic notions in probability theory is not mandatory, but strongly recommended.

Application: On-line application should be made through the Financial support section if support is requested, or through the Registration section if support is NOT requested.
All applications must include a CV that shall be sent by e-mail to crm@sns.it.
Applications without a CV will not be considered.

Deadline for application: 31st May 2016

The list of selected candidates will be published on this website as soon as the selection is completed. Selected candidates will also receive individual confirmation.