Mathematics for economics and finance

People

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Rossella Agliardi

Full Professor

keywords: Defaultable bonds, Green finance, Multi-dimensional optimal stopping problems.
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Luca Barzanti

Associate Professor

keywords: Decision Support Systems, Expert systems, Models Construction and Test, Fund raising management
keywords: management science, business analytics, prescriptive analytics, mathematical programming, combinatorial optimization,
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Lorenzo Cerboni-Baiardi

Associate Professor

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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
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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,

Sascha Portaro

PhD Student

Teaching tutor

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Daniele Tantari

Associate Professor

keywords: Statistical Mechanics, Spin Glasses, Neural Networks, Random Graphs, Quantitative Finance, Statistical Inference,