*Current:
Aida Latifllari (since November 2025), Phd in computational Mathematics (XL cycle), funded by Enel! co-supervision with T. Vargiolu;
* Past:
Beatrice Ongarato (October 2022 - October 2025), PhD in Computational Mathematics (XXXVIII cycle), "Hawkes and Affine Processes in Risk Modeling: Theory and Applications in Finance and Cybersecurity, University of Padua, co-direction with C. Fontana. Now post-doc at TU Dresden.
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 Assistant Professor at LSE (previously 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 Freiburg University (previously 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. Employed as quant analyst at JP Morgan, now quant trader at BP.
"Functional convex ordering of stochastic processes: a constructive approach with applications to Finance", by Prof. G. Pagès, April/May 2026 (16h).
"Hawkes processes: from theory to (financial) practice", by Prof. S. Scotti, April 2024 (16h).
“Causal optimal transport”, given by Prof. B. Acciaio, February 2023 (18h).
"Signatures in finance: life, death, and miracles", 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”, by Prof. A. Jacquier, March 2022 (12h).
“Fourier-Laplace Transform and Wiener-Hopf Factorization in Finance, Economics and Insurance”, by Prof. S. Levendorskii, October 2020 (12h).
“Optimal Stopping, Singular and Impulsive Stochastic Control and Applications in Economics and Finance”, by Prof. G. Ferrari, March 2019 (12h).
“Growth optimality and recent applications to probability”, by Prof. C. Kardaras, April 2017 (10h).
“Recent advances in Finance and Stochastics”, by Prof. M. Jeanblanc and Prof. N. El Karoui, May 2014 (18h).
Member of the Department Board ("Collegio Dottorato") of the Doctoral School in Mathematics, since February 2018.