About me

I am a PhD candidate at the Department of Mathematics at ETH Zurich under the supervision of Prof. Dr. Dylan Possamaï. Previously, I completed my master’s degree at the University of Padua and my bachelor’s degree at the University of Trento.

My research interests include principal–agent problems, stochastic control, mean-field game theory, backward stochastic differential equations, and their applications.

Accepted papers

• D. Possamaï and C. Rossato (2025). Golden parachutes under the threat of accidents. Mathematical Finance, 35(2):337–421.

Working projects

• D. Possamaï and C. Rossato. Convergence to mean-field games under time inconsistency. pdf.

• J. H. Ricalde-Guerrero, M. Rodrigues and C. Rossato. Nash equilibria and mean-field equilibria with jumps and common noise.

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.