PhD activities
* PhD STUDENTS:
*Current:
Beatrice Ongarato (in progress, since October 2022), PhD in Computational Mathematics (XXXVIII cycle), University of Padua.
* Former:
Ofelia Bonesini (October 2019 - March 2023), PhD in Computational Mathematics (XXXV cycle), "Four essays in between Probability Theory and Financial Mathematics", University of Padua, co-direction with M. Fischer. Now research assistant at Imperial College.
Andrea Mazzoran (November 2017 - March 2021), PhD in Computational Mathematics (XXXIII cycle), "Topics in financial mathematics", University of Padua, co-direction with M. Grasselli. Now researcher at ARPM-Advanced Risk and Portfolio Management.
Lucio Fiorin (November 2014 - October 2017), PhD in Computational Mathematics (XXX cycle), "Essays on Quantization in Financial Mathematics", University of Padua, co-direction with M. Grasselli. Emplyed as quant analyst at JP Morgan, now quant trader at BP.
* PhD COURSES:
see "Teaching" page
* PhD COURSES (ORGANISED):
“Causal optimal transport”, given by Prof. B. Acciaio, February 2023 (18h).
"Signatures in finance: life, death, and miracles", given by Profs. C. Cuchiero and S. Svaluto-Ferro, September 2022 (16h).
“A smooth tour around rough models in finance - from data to stochastics to machine learning”, given by Prof. A. Jacquier, March 2022 (12h).
“Fourier-Laplace Transform and Wiener-Hopf Factorization in Finance, Economics and Insurance”, given by Prof. S. Levendorskii, October 2020 (12h).
“Optimal Stopping, Singular and Impulsive Stochastic Control and Applications in Economics and Finance”, given by Prof. G. Ferrari, March 2019 (12h).
“Growth optimality and recent applications to probability”, given by Prof. C. Kardaras, April 2017 (10h).
“Recent advances in Finance and Stochastics”, given by Prof. M. Jeanblanc and Prof. N. El Karoui, May 2014 (18h).
* OTHER:
Member of the Department Board ("Collegio Dottorato") of the Doctoral School in Mathematics, since February 2018.