The mission of the Department is to contribute with research and teaching in all the fields of social sciences in which mathematical techniques are employed as tools for both theoretical investigation and empirical verification.
People in our Department actively contribute to teaching in the faculties of economics, statistics and social sciences. Meeting the demand for mathematical education emerging from the new university curricula calls for constant awareness of the demand for mathematics stemming from the society at large, and lines of research concerning the handling of social problems from a quantitative point of view.
- Mathematical Finance: most of the operational tools used in contemporary finance draw from probability theory and the theory of stochastic processes.
- Risk Theory and Actuarial Science: Reseach ranges from classical actuarial science to modern dynamic investment and consumption choice.
- Mathematical Economics: Focus is on the effects of asymmetric information and strategic behaviour, agents heterogeneity and non linear dynamics.
- Numerical Problems in Economics and Statistics. The focus is in numerical calculus and global optimisation techniques.
- History of Mathematics and Epistemology.