About Me

This is me:

Short bio:

I am Associate Professor in the Department of Mathematics at the University of Padua (Italy), since 2020. 

My research is in the field of Mathematical Finance, with a particular focus on energy and financial markets. I employ tools from stochastic control and game theory, under both full and partial information, and I have recently expanded my work to include cyber-security risk mitigation.

I have published in leading academic journals in both Mathematical Finance and in Applied Mathematics. Since 2025, I serve as an Associate Editor for Mathematics and Financial Economics (Springer).

I hold a Ph.D. in Applied Mathematics from the Scuola Normale Superiore di Pisa, awarded jointly (cotutelle) with the University of Évry (France). I also hold an M.A. in Mathematics from the University of Padua and a Master 2 degree in “Probabilités & Applications” from Sorbonne University (formerly Paris VI).

I have industry experience as a quantitative analyst in the Market Risk Methodologies team at UniCredit Milan and I was a visiting lecturer at Bocconi University from 2012 to 2019.

At the University of Padua, I have supervised four Ph.D. students and over 50 Bachelor’s and Master’s students in Mathematics. 

I actively organize conferences, workshops, and schools in Padua and internationally, and I am a frequent invited speaker at international conferences.

I am a member of several research teams that have received international funding.

Villa Papafava, Frassanelle (Padova), 7th May 2016

Research interests: stochastic calculus and martingale theory: application to Finance, Insurance and to Energy markets; numerical Probability methods applied to Finance; stochastic control problems under complete and partial information; filtering. More recent: cyber-security risk mitigation!

Personal interests: travelling, photography, auto racing.

Contact Details (Work)

• Address  

Dipartimento di Matematica

Università degli Studi di Padova

Via Trieste, 63

I-35121 Padova, Italy

• Office

  Room 512  (Torre Archimede) 

• Email

gcallega[at]math.unipd.it

• Phone

+39 049 827 14 81