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Application open until June 15th for the Summer School "Computational Methods in Finance and Economics" promoted by the Mathematics Research Center “Ennio De Giorgi” of the Scuola Normale and the PhD in Economics of the Sant'Anna School

Publication date: 31.05.2024
Modelli per economia e finanza
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The Mathematics Research Center Ennio De Giorgi and the International Doctoral Program in Economics of the Sant'Anna School announce the opening of applications for its highly anticipated Summer School on Computational Methods in Finance and Economics. The application deadline is set to June 15, 2024.

The 2024 edition is scheduled from Monday, September 9, 2024, to Friday, September 13, 2024, and is dedicated to introducing graduate students in economics and social sciences to advanced numerical and computational methods.

Participants will have the unique opportunity to delve into a range of computational techniques with practical programming exercises in Matlab, Python, and C++. The curriculum covers essential topics such as linear algebra, quadrature, Monte Carlo simulations, the Fourier transform, numerical optimization, and model calibration. These methods are not only foundational in mathematics but also have significant applications in derivatives pricing in finance and agent-based models in economics.

The “Summer School of Mathematics for Economic and Social Sciences” aims to improve the knowledge of mathematical methods among graduate students in economics and social sciences, with a focus on those techniques which albeit widespread in use are not properly covered in typical graduate programs. The School is an interdisciplinary venue intended to foster the interaction of people coming from the too often separated communities of mathematical and social scientists.

The 2024 edition will be held in the beautiful context of the Conservatorio Santa Chiara in San Miniato (Pisa), and the international honor lecturer will be the Prof. Guido Germano (University College London)

With only 16 positions available, the summer school offers an exclusive educational environment, ensuring personalized attention and in-depth learning. The center is also providing financial support for board and accommodation to selected participants, making it an accessible opportunity for talented international students.

Interested candidates are invited to apply online, through the Financial support section if support is requested, or through the Registration section if not. All applications must include a CV, to be sent via e-mail to Please note that applications without a CV will not be considered.

For more information and to apply, please visit the event’s official webpage.

Cover photo: Conservatorio Santa Chiara.