DECISION THEORY
- Overview
- Assessment methods
- Learning objectives
- Contents
- Full programme
- Bibliography
- Delivery method
- Teaching methods
- Contacts/Info
Knowledge of some topics covered in Matematica and Matematica per l'economia e la finanza courses.
Written exam split in two parts: the first is the solution of problems using a PC while the second is a standard written exam.
The final grade will be given based on the overall performance in the two parts.
The exam total duration is 2 hours
This course aims at presenting a range of quantitative approaches capable of dealing with economic and financial choices in both a deterministic and uncertain setting.
Choices in a deterministic framework: linear programming as a tool for solving management problems; sensitivity analysis of optimal solutions.
Choiches under uncertainty: decision trees, Bayesian based decisions. Expected utility theory and its application to the portfolio management problem as proposed by Markovitz
The final list of topics will be handed at the end of the course
Lectures notes. Additional material will be uploaded online.
Lectures will be offered both in a classroom and in a PC lab Lectures.
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