Decisions and Uncertainty

Instructor: Paolo Ghirardato and Daniele Pennesi


NEWS:

OFFICE HOURS:

Weekly office hours during the semester will be announced during the first week of classes. However, Professors Ghirardato and Pennesi are available to meet students by appointment. Send them an email by clicking here for Ghirardato or here for Pennesi.

For the fall months, Prof. Ghirardato is available to meet students (in his office in the Dipartimento, 5.22 on the 5th floor) on the following days:

He is also available at other times, by email appointment.


SYLLABUS: This is a course --elective for the Master's degrees (LM) in Economics, in Quantitative Finance and Insurance, Stochastics and Data Science and in Matematica (Indirizzo modellistico-probabilistico)-- which introduces students to the formalization and analysis of decision making in a single-person and in a strategic (i.e., game theory) environment. While the course's emphasis is on theoretical issues, some attention is also given to the application of concepts to business, economic and financial problems. Topics in parenthesis may be omitted in the interest of time.

The exam is mostly going to be based on the class notes and some readings assigned in class. However, for supplemental reading (and some homework exercises) the following are the suggested textbooks for the course:

EXERCISES: The following exercises are very important as practice and verification of your understanding of the course material.

PAST EXAMS: Here are some past exams for this course.

CONTACTS
paolo.ghirardato at unito.it, daniele.pennesi at unito.it


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Created: 29/09/16. Last updated: 09/11/2023