Matteo Brachetta
Personal Website
Personal Website
I am an Associate Professor at University of Genoa, Department of Economics. 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.
I am teaching Mathematics (A.Y. 2024/2025, Bachelor Degree) and Options Theory and Trading (A.Y. 2024/2025, Master Degree) at University of Genoa.
Previosuly, I was teaching Insurance and Econometrics (A.Y. 2022/23 and 2023/24) 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.
Contacts:
University of Genoa - Department of Economics
Via Francesco Vivaldi, 5
16126 Genoa (Italy)
Office n. 2001 (I level)