Povodom obilježavanja Međunarodnog dana matematike (International Day of Mathematics - IDM), pozivamo vas na predavanje "Integrating Mathematics in Economics and Finance: Ideas for Reflection", koje će održati prof. Elisa Mastrogiacomo, Università dell’Insubria (Italija) u četvrtak, 13. 3. 2025., s početkom u 15:14 sati u Sivoj vijećnici.
Predavanje će se održati na engleskom jeziku, a predviđeno trajanje iznosi 60 minuta. Predavanje je otvoreno za sve zainteresirane, a posebno pozivamo studente.
Više informacija o predavanju i predavačici pročitajte u nastavku obavijesti.
Sažetak:
The talk explores the pivotal role of mathematics in both fields, with a special emphasis on finance. We will begin by illustrating the evolution of mathematical methodologies that have shaped economic and financial systems, ranging from foundational theories to more contemporary quantitative approaches. We will then delve into financial systems, examining how mathematical models have facilitated risk assessment, pricing strategies, and market predictions. Additionally, we will try to highlight the limitations and challenges inherent in these mathematical frameworks, particularly their reliance on assumptions that may not hold true in real-world conditions. This session aims to stimulate a critical thinking about balancing mathematical rigor and practical application in finance, encouraging participants to reflect on both the strengths and weaknesses of mathematical modeling.
O predavačici:
Elisa Mastrogiacomo graduated in Mathematics at the University of Trento, where she also obtained her PhD in Mathematics. She is currently a professor at the Faculty of Economics of the University of Insubria and the PhD coordinator of the Doctorate program in Methods and Models for Economic Decisions. She has extensive teaching experience at the bachelor’s, master’s and PhD levels. Her work focuses on stochastic differential equations, nonlinear optimization, and financial applications of probability theory.