About
Education
2003 Ph.D. in Mathematical Statistics, University of Pavia. Advisor: E.Ragazzini (Univ.Pavia), Mentor: Yu.A.Rozanov (Steklov Inst. Moscow, CNR Milano). Title: On stochastic differentiation with applications to minimal variance hedging
1998 Degree in Mathematics with honors (110/110 cum laude), Univ. of Milano. Supervisor Yu.A.Rozanov (Steklov Inst. Moscow, CNR Milano). Thesis: On measurability and integrability of stochastic functions
1992 Maturità scientifica sperimentale with honors (60/60), Marcelline Milano
In office
2021-2024 Leader of the Section "Risk and Stochastics" at the Department of Mathematics, UiO
2021-2024 President of the Scientific Council of CIMPA
2022-2027 Mamber of Scientific Council of CIRM
2017-2020 Leader of the Master Program "Stochastic Modelling, Statistics and Risk Analysis" at the Deparment of Mathematics, UiO. 2-years Master's program with directions "Statistics" and "Finance, Insurancs, and Risk"
Editorial Activity
Associate Editor of Finance and Stochastics, Springer, since 2020
Associate Editor of FMF - Frontiers of Mathematical Finance, AIMS, since 2021
Associate Editor of DEAF - Decisions in Economics and Finance, Springer, since 2022
Associate Editor of MSTA - Modern Statistics: Theory and Application, VTEX, since 2020
Associate Editor of Stochastics: An International Journal of Probability and Stochastic Processes, Taylor and Francis, since 2012
Associate Editor of Stochastic Analysis and Applications, Taylor and Francis, since 2010
Awards and Recognitions
2019 ICIAM Su Buchin Prize, awarded in Valencia ICIAM Congress, July 15-19
2018 Nelder visiting Fellow at Imperial College London. September-December
2018-2024 Principal investigator (PI) of STORM: Stochastics for Time-Space Risk Models. RCN ToppForsk project with a budget of NOK 25 millions
2017-2020 Elected member of the Board at the Department of Mathematics, UiO
2014-2015 Group Leader research program SEFE: Stochastics in Environmental and Financial Economics (together with F.E. Benth) at CAS Centre of Advanced Studies, Norwegian Royal Academy of Science and Letters. Budget circa EUR 440K
The Ambassador of Italy Giorgio Novello was attending the ceremony
See Interview GLIMT 2014
2014-2017 Group Leader Centre of Mathematics for Application (CMA) - Centre of the Faculty of Sciences within the Department of Mathematics (together with G. Dahl and N.H. Risebro). Annual budget circa EUR 250K
2013 Research Leadership Program at UiO
2010-2017 Chair of the Acting Board of AMaMeF spin-off network from the previous ESF programme
2005-2010 Co-Chair of AMaMeF: Advanced Mathematical Methods for Finance. European Science Foundation network programme, which involved 16 countries. Annual budget circa EUR 200K
1999-2002 Research grant from Italian Ministry of University
1999 Awarded Personal Research Program, CNR, Italy (ref. nr. 201.01.129)
Media and Outreach
2022
Women in Mathematics 12.5.2022. Film discussion panel Women in science in Africa. A silent revolution.
Speaker at International Day of Mathematics 13.4.2022. DeAgostini.
2020
Alumni Spotlight. CAS Newsletter August
Inteview for European Women in Mathematics: Going Beyond the Boundaries. July 2, 2020
2019
Inteview on El Pais, section Planeta futuro: here
Interview Dianoia: here also on MaddMaths: here
Valencia ICIAM 2019: Prize ceremony with His Majesty King Felipe VI of Spain - see pictures - TV Interview
Outreach presentation: Seminario di Cultura Matematica, Politecnico di Milano, Italy 22.5.2019 Announcement
2018
ICIAM Su Buchin Prize. Announcement
See also the press: Forskning.no, INFOMAT and the Web: UiO, Titan.uio.no, COMITES Oslo; UMI; CAS - Centre of Advanced Study
ToppForsk Projekt STORM on the web: UiO; Titan.uio.no
Women in Mathematics: Photography. 16 Mathematicians, 16 Portaits. May 15th 2018, Realfag Biblioteket, UiO
2017
Outreach presentation: COMITES Oslo, Progetto Scienza Senza Confini, Orizzonti Italo-Norvegesi, 22.09.2017 Announcement
Interview: “Det er vanskelig for kvinner å komme seg opp og fram i matematikken”. Forskning.no 8.3.2017
By Gabriele Peddes 13.4.2022