I am an Assistant Professor in the Department of Mathematics at North Carolina State University. Between 2019-2023, I was an Assistant Professor in the Department of Mathematics at the University of Michigan, where I worked in the group of Erhan Bayraktar. In 2019, I received a PhD in Statistics from the University of Warwick under the supervision of Saul Jacka and David Hobson.
My research spans several areas of probability theory with special interests in mathematical finance, optimal transport, stochastic control and optimal stopping.
Selected Awards
The 2019 Nicola Bruti Liberati Prize for the best PhD theses in Quantitative Finance awarded by the Bachelier Finance Society and the Department of Mathematics of the Politecnico di Milano.
Contact
Office: SAS 4224
E-mail: dnorgil at ncsu dot edu
Mailing address:
Department of Mathematics
North Carolina State University
Campus Box 8205
Releigh, NC 27695, USA