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Courses 2009/2010

This section provides a brief description of the core courses taught during the academic year 2009-2010  

Mathematics for Economics
Coordinator: Prof. Pellegrini; Lecturers: Prof. Pellegrini, Prof. Roveda
AIMS - The objective of the course is training students to acquire specific analytical tools used in the resolution of economic problems. Special emphasis is given to optimization methods.
PROGRAM -  Prof. Pellegrini: multivariable functions, differential calculus, integrals, quadratic functions and definite matrices, optimization, homogeneous and convex functions, implicit functions. Prof. Roveda: differential equations and systems of differential equations

Prof. Pellegrini - University of  Verona 
Prof. Roveda - University of  Verona  

Probability and Statistics for Economics and Finance
Coordinator: Prof. Minozzo; Lecturers: Prof. Minozzo, Prof. Pace, Prof. Forcina
 The course aims at introducing doctorates to an advanced level of  study of probability and statistics. Prof. Pace and Forcina's lectures are focused on the analysis of causal effects.
PROGRAM - Prof. Minozzo: probability spaces and Kolmorogov axioms,random variables, expected values, multidimensional random variables, functions of multidimensional random variables, distribution functions of multidimensional random variables, convergence and limit theorems,expected value conditional on sigma-algebra, stochastic processes and martingales, introduction to statistical inference. Prof. Pace: Statistical models: data variability and uncertainty in inference. Likelihood: observed quantities, exact properties, inference and asymptotic results. Prof. Forcina: causal inference.

Prof. Minozzo - University of  Verona 
Prof. Pace - University of Udine            
Prof. Forcina - University of Perugia    

Econometrics I
Coordinator: Prof. Lubian; Lecturer: Prof. Lubian
AIMS- The course aims at providing students with basic econometrics techniques for cross section data. It is focused on the specification and OLS estimation of the linear regression model and on the instrumental variable estimation of linear models with endogenous regressors.
PROGRAM- The program covers the basics of asymptotic theory, single equation linear models and OLS estimation, endogenous regressors and instrumental variables.

Prof. Lubian - University of  Verona    

Econometrics II

Coordinator: Prof. Lubian; Lecturer: Prof. Magazzini
AIMS - The second module of the Econometrics series is focused on the analysis and interpretation of panel data models and  limited dependent variable models.
PROGRAM - Panel data models, discrete choice models, count data models, truncation and censoring.


Prof. Magazzini - University of  Verona  

Macroeconomics I
Coordinator: Prof. Cipriani; Lecturers: Prof. Cipriani, Prof. Cannon
AIMS - The macroeconomics courses provide students with a thorough understanding of some fundamental models in macroeconomics. In particular, the first module focuses on macroeconomics for the long run, introducing and developing basic models of growth.

PROGRAM - Solow Growth Model, Infinite-horizon and overlapping generations models, New Growth Theory.

Prof. Cipriani
- University of  Verona
Prof. Cannon - University of Bristol , UK   

Macroeconomics II
Coordinator: Prof. Cipriani; Lecturers: Prof. Makris
AIMS - The second module of the macroeconomics courses deals with the economy in the short run, focusing on the explanation of business cycle fluctuations.
PROGRAM - Real business cycle theory, traditional keynesian theories of fluctuations, microeconomic foundations of incomplete nominal adjustment, consumption and investment, macroeconomics policy

Prof. Makris - University of Leicester , UK  

Microeconomics I
Coordinator: Prof. Zago; Lecturers: Prof. De Sinopoli, Prof. Perali, Prof. Zago, Prof. Zarri 

AIMS - The first module of the microeconomics series provides students with an introductory but rigorous treatment of microeconomic theory. The course focuses on consumer and firm's behavior, introducing supply and demand, together with partial and general equlibrium analysis.

PROGRAM - Technology, profit maximization and cost minimization, profit and cost funtions, duality, cousumer theory, static and dynamic games, general equilibrium theory.

Prof. Perali - University of  Verona   
Prof. Zago -   University of  Verona   
Prof. Zarri -   University of  Verona  

Microeconomics II
Coordinator: Prof. Zoli; Lecturers: Prof. Eeckhoudt, Prof. Giovannetti, Prof. Peluso, Prof. Zizzo, Prof. Zoli
- The aim of the second module in microeconomics is to provide students with a selected overview of the relevant core material in each specific subject and to illustrate some recent literature developments in order to provide insights for future research.
PROGRAM - Prof. Zizzo: economics of information and behavioral economics; Prof. Eeckhoudt, Peluso: economics of risk, insurance and health economics; Prof. Giovannetti: topics in industrial organization; Prof. Zoli: social choice and implementation.

Prof. Eeckhoudt University of Lille, Fr        
Prof. Giovannetti - University of Verona    
Prof. Peluso - University of Verona            
Prof. Zizzo - University  of East Anglia UK  
Prof. Zoli - University of  Verona                 

Finance I
Coordinator: Prof. Berardi; Lecturers: Prof. Gamba, Prof.Sbuelz
AIMS -The course aims at providing students with basic concepts of financial valuation under uncertainty. These concepts are then applied to investment and consumption decisions of individual investors and to decisions related to investment portfolios. The focus is on the specification of the risk premium according to different models (CAPM, APT, stochastic discount factor), both in a static and in a dynamic framework.

PROGRAM - The program covers the following main points: 1) expected utility, risk aversion, risk premium, stochastic dominance; 2) mean-variance portolio theory, portfolio separation theorem and CAPM, multi-factor asset pricing; 3) state-preference (Arrow-Debreu) theory in a static framework: Pareto efficiency and (financial) market completeness, marginal rate of substitution and stochastic discount factors; 4) multi-period security valuation: rational expectation equilibrium.

Prof. Berardi - University of Verona   
Prof. Gamba - University of Verona   
Prof. Sbuelz - University of Verona   

Finance II
Coordinator: Prof. Berardi; Lecturers: Prof. Berardi, Prof. Centanni
AIMS -The course aims at providing students with basic techniques for derivative pricing and term structure modelling. The first part of the course focuses on option pricing and the analytical derivation of the Black-Scholes model. The second part of the course focuses on equilibrium models of the term structure for the pricing of risk-free and defaultable bonds.
PROGRAM - Binomial trees, Black-Scholes model, Term structure models, Term structure estimation.

Prof. Centanni - University of Verona  

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