Matteo Brachetta

Personal Website

I am an Assistant Professor in Politecnico of Milan, Department of Mathematics. My research activity is focused on stochastic optimization with applications in Economics, Finance and Insurance. I studied optimal reinsurance and optimal investment problems using stochastic control techniques for jump-diffusion processes. Recently, I extended my research interest to public debt management and digital currencies.

I obtained the National Habilitation as Associate Professor in Mathematical Methods for Economics, Actuarial and Financial Sciences in June 2023.

Teaching Insurance and Econometrics (A.Y. 2022/23) and Mathematical Finance II (A.Y. 2023/24) for Mathematical Engineering (Master Degree) at Politecnico of Milan.

I am an amateur Go player (currently around 5 kyu). You can visit the Italian Go Federation website if you are a (potential) italian player.

CV (pdf)

Publications

External Resources

Contacts:

Politecnico of Milan

Piazza Leonardo da Vinci, 32

20133 Milan (Italy)

Office:

Department of Mathematics

Building "La Nave", Via Edoardo Bonardi, 9 (Second Floor)

20133 Milan (Italy)

Office number: 220