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Advanced Mathematical Methods for Economics and

Business

Marco Desogus (UniCa)

Aims of the course: The purpose of the module is to provide PhD students with research techniques and

methodologies, based on the use of advanced mathematical tools – aimed at understanding and modeling economic-financial and managerial problems – to contribute to the achievement of a wide scientific and cultural autonomy that allows them to produce original and meaningful results. Course contents and Syllabus:

Lecture 1 Tuesday 08/02/2022 8-10 Lecture 2 Tuesday 15/02/2022 8-10 Lecture 3 Tuesday 22/02/2022 8-10

Programme:

• Ordinary differential equations • Systems of differential equations • Stochastic Differential Equations

• Introduction to dynamical systems and bifurcation theory • Issues relating to credit and financial risk assessment

Suggested readings:

- Venturi B., Casula G., Desogus M., Pili A. (2019), Mathematical Tools in Economic and Financial Models, Aracne (Collana ‘Tempus Pecunia Est’): Roma, ISBN: 9788825528121;

- Desogus M. (2020), The Stochastic Dynamics of Business Evaluations Using Markov Models, in ‘International Journal of Contemporary Mathematical Sciences’ (ISSN: 1312-7586 - DOI: 10.12988/ijcms.2020.91233), vol. 15-2020, no. 1 [pp. 53/60];

- Desogus M., Casu E. (2020), What Are the Impacts of Credit Crunch on the Bank-Enterprise System? An Analysis Through Dynamic Modeling and an Italian Dataset, in ‘Applied

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Mathematical Sciences’ (ISSN: 1314-7552 - DOI: 10.12988/ams.2020.914238), vol. 14-2020, no. 14 [679-703];

- Desogus M., Venturi B. (2019), Bank Crashes and Micro Enterprise Loans, in ‘International Journal of Business and Social Science’ (ISSN: 2219-1933 - DOI: 10.30845/ijbss.v10n12a4), issue 12-2019 [pp. 35/53].