CMAP
Portrait
The Quantlab is a group of researchers at the Department of Economics of the University of Verona.
Current research projects within our group cover various areas of Financial and Insurance Mathematics and Econometrics such as pricing and hedging of financial and/or insurance products, stochastic analysis, stochastic control, high-frequency financial econometrics, model uncertainty, machine learning in finance, model uncertainty risk measures, optimal allocations and equilibrium theory, backward stochastic differential equations.
Our teaching activities mainly support
- The Mathematics and Data Analytics for Finance track of the PhD Program in Economics and Finance
- The Quantitative Finance track of the MSc in Banking and Finance
- The MSc in Economics and Data Analysis
- The MSc in International Economics and Business
We are also offer lectures for the Mathematical Methods in Economics and Finance of the BSc in Applied Mathematics and we are in charge for all Mathematics courses in the Bachelor degrees offered by the Department of Economics and the Department of Management in our Campuses located in Verona and Vicenza.
Our group actively maintains national and international collaborations with various institutes within academia and industry.