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Chiara Rossato
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About me
As of 1 October 2026, I am a Chapman Fellow in the Mathematical Finance Section at Imperial College London. 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.
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 2026: Quantitative Risk Management (Imperial College London).
Fall 2026: Portfolio Management (Imperial College London).
Fall 2025: Mathematical Foundations for Finance (ETH Zurich).
Fall 2024: Mathematical Finance (ETH Zurich).
Fall 2023: Mathematical Foundations for Finance (ETH Zurich).
Fall 2022: Mathematical Finance (ETH Zurich).
Fall 2021: Mathematical Foundations for Finance (ETH Zurich).
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