Program Overview

Analytical Foundations of Risk and Optimization

Course Description

The course provides a solid and rigorous introduction to analytical and optimization methods of primary importance in modern economic and financial applications. Recent evolution of the concept and taxonomy of risk provides a comprehensive mathematical framework to evaluate and assess the exposure to sources of risk whose impact may severely jeopardize effective decision making. The course additionally includes recently developed methods for optimal decision making under uncertainty.

Course Details

• Course period: 28/08/23
• Field of study: Mathematics