Mathematics for economics and finance

People

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Rossella Agliardi

Full Professor

keywords: Defaultable bonds, Green finance, Optimal trading in a LOB
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Giacomo Bormetti

Associate Professor

keywords: Continuous time stochastic processes,, Stylized models for financial markets, Discrete time models for asset pricing,
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Marco Antonio Boschetti

Associate Professor

keywords: management science, business analytics, sustainable mobility, optimization for logistics, optimization for human
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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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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,