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Mathematics for economics and finance
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Rossella Agliardi
Full Professor
keywords:
Defaultable bonds, Green finance, Multi-dimensional optimal stopping problems.
Elena Bandini
Associate Professor
keywords:
Stochastic optimal control with financial applications, stochastic calculus for discontinuous processes and random
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Luca Barzanti
Associate Professor
keywords:
Decision Support Systems, Expert systems, Models Construction and Test, Fund raising management
Marco Antonio Boschetti
Full Professor
keywords:
management science, business analytics, prescriptive analytics, mathematical programming, combinatorial optimization,
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Lorenzo Cerboni-Baiardi
Associate Professor
Pierluigi Contucci
Full Professor
keywords:
mathematical physics, statistical mechanics, disordered and complex systems, machine learning and artificial
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Cristina Di Girolami
Assistant professor
keywords:
Stochastic Analisys, Optimal Control, Stochastic calculus for Banach space valued processes
Fabrizio Lillo
Full Professor
keywords:
Quantitative finance,, High frequency finance, Market microstructure, Financial networks, Systemic risk, Financial
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Andrea Pascucci
Full Professor
keywords:
Stochastic analysis, Stochastic (ordinary and partial) differential equations, Hypoelliptic equations,
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Daniele Tantari
Associate Professor
keywords:
Statistical Mechanics, Spin Glasses, Neural Networks, Random Graphs, Quantitative Finance, Statistical Inference,
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