- Docente: Umberto Cherubini
- Credits: 6
- SSD: ECON-01/A
- Language: English
- Moduli: Umberto Cherubini (Modulo 1) Filippo Massari (Modulo 2)
- Teaching Mode: In-person learning (entirely or partially) (Modulo 1); In-person learning (entirely or partially) (Modulo 2)
- Campus: Bologna
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Corso:
Second cycle degree programme (LM) in
Quantitative Finance (cod. 6692)
Also valid for Second cycle degree programme (LM) in Applied Economics and Markets (cod. 6756)
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from Nov 12, 2026 to Nov 26, 2026
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from Nov 27, 2026 to Dec 11, 2026
Learning outcomes
At the end of the course, the student can use, derive, and understand the logic of rational decision theory (e.g., Expected Utility, Bayes' rule) and the main insight from Gambling Theory. Students will be able to understand the implications of the law of large numbers applied to repeated investment decisions in non-ergodic systems such as the stock market.
Syllabus
Office hours
See the website of Umberto Cherubini
See the website of Filippo Massari