MARGHERITA CIGOLA
Courses a.y. 2023/2024
30319 QUANTITATIVE METHODS FOR SOCIAL SCIENCES (MODULE I - MATHEMATICS)
50188 QUANTITATIVE METHODS - PREPARATORY
50277 QUANTITATIVE METHODS
Courses previous a.y.
I teach three Bachelor courses of Mathematics 1 and 2. Such courses provide the essential basic tools for dealing with Economics, Finance and Statistics later. The mathematical background is fundamental to better understand and to avoid misleading applications of most models and practices. Probability, Financial basics, Static Optimization and Dynamical Systems are topics provided by some of these courses.
Biographical note
I am an Associate Professor of Mathematics in the Decision Sciences Department of Bocconi University, Milan. Currently I am the Course Director of Applied Mathematics 30063 (Cleam, Clef, Biem and Bief) and of Applied Mathematics 30449 (Bess).
Research interests
Models involving assessments and choices both in a deterministic and in a stochastic framework. Many mathematical models can be applied to make rational decisions and/or describe how some realities work.
Selected Publications
Multiattribute Utility and Intertemporal Choices: the role of certainty equivalent manifold
2001
A Note on Ordinal Concavity
4th International Workshop on Generalized Convexity, 1994
Sui contratti di Interest Rate Swap a capitale variabile
GIORNALE DEGLI ECONOMISTI E ANNALI DI ECONOMIA, 1989
Copertura del rischio di cambio in presenza di un finanziamento: il caso dell'importatore
Atti del XII Convegno AMASES, 1988
On the Valuation of a Growing Levered firm
2003
Matematica in azienda 2: complementi di analisi
2006
On SSB Utility Theory
Modelling Techniques for Financial Markets and Bank Management, 1996