Valentina Galvani, Ph.D. in Economics, MSc in Economics, Doctoral Degree in Mathematical Finance, Laurea (BS+MS) in Mathematics

Associate Professor, Faculty of Arts - Economics Dept
Associate Chair(Undergraduate), Faculty of Arts - Economics Dept

Fall Term 2021 (1770)

WKEXP 812 - Arts Graduate Work Experience II

★ 6 (fi 1)(EITHER, UNASSIGNED)

Equivalent to *6 for registration status for Graduate Students in course-based programs in the Faculty of Arts undertaking internships outside of the GSIP. A maximum of three registrations is permitted, for Economics students, in Arts Graduate Work Experience courses.

SEMINAR W2 (53802)

WKEXP 813 - Arts Graduate Work Experience III

★ 9 (fi 1)(EITHER, UNASSIGNED)

Equivalent to *9 for registration status for Graduate Students in course-based programs in the Faculty of Arts undertaking internships outside of the GSIP. A maximum of three registrations is permitted, for Economics students, in Arts Graduate Work Experience courses.

SEMINAR W1 (58132)

ECON 900A - Directed Research Project

★ 1.5 (fi 6)(VAR, UNASSIGNED)

SEMINAR A1 (56930)

ECON 900B - Directed Research Project

★ 1.5 (fi 6)(VAR, UNASSIGNED)

SEMINAR A1 (56931)

Winter Term 2022 (1780)

WKEXP 813 - Arts Graduate Work Experience III

★ 9 (fi 1)(EITHER, UNASSIGNED)

Equivalent to *9 for registration status for Graduate Students in course-based programs in the Faculty of Arts undertaking internships outside of the GSIP. A maximum of three registrations is permitted, for Economics students, in Arts Graduate Work Experience courses.

SEMINAR W1 (77349)

ECON 387 - Applications of Mathematics to Economics II

★ 3 (fi 6)(EITHER, 3-0-0)

Difference and differential equations, linear inequalities, convexity, programming; assorted theorems of special use in modern economic analysis. Prerequisites: ECON 109 and ECON 386.

LECTURE B1 (73964)
2022-01-05 - 2022-04-08
MWF 11:00 - 11:50 (T B-90)


ECON 542 - Economics of Financial Markets

★ 3 (fi 6)(EITHER, 3-0-0)

The course surveys Asset Pricing Theory with an emphasis on the utility-based discount-factor approach. The discount factor provides a unifying framework for the evaluation of most classes of assets including stocks, bonds, and derivatives. In particular, the course reviews mean- variance analysis, factor pricing, discrete time models, and classical results in continuous time, such as the Black and Scholes option Pricing Formula. These theoretical models are also illustrated by empirical applications.

LECTURE B3 (76984)
2022-01-05 - 2022-04-08
MW 13:30 - 14:50 (HC 2-17)