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Chiara Rossato
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About me
I defended my PhD thesis on 10 September 2026 at the Department of Mathematics at ETH Zurich, under the supervision of Prof. Dr. Dylan Possamaï. From 1 October 2026, I will be a Chapman Fellow in the Mathematical Finance Section at Imperial College London.
My research interests include principal–agent problems, stochastic control, mean-field game theory, backward stochastic differential equations, and their applications.
Recent papers
D. Possamaï and C. Rossato (2025). Variance strikes back: sub-game--perfect Nash equilibria in time-inconsistent N-player games, and their mean-field sequel. ArXiv preprint arXiv:2512.08745.
Accepted papers
D. Possamaï and C. Rossato (2025). Golden parachutes under the threat of accidents. Mathematical Finance, 35(2):337–421.
Papers in preparation
J. H. Ricalde-Guerrero, M. Rodrigues and C. Rossato. Mean players: from Nash equilibria to the mean-field limit with jumps. pdf.
C. Rossato. Contract theory with mean--variance preferences. pdf.
Teaching
Fall 2025: Mathematical Foundations for Finance.
Fall 2024: Mathematical Finance.
Fall 2023: Mathematical Foundations for Finance.
Fall 2022: Mathematical Finance.
Fall 2021: Mathematical Foundations for Finance.
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