Address book
Contacts
GIORGIA CALLEGARO
Position
Professoressa Associata
Address
VIA TRIESTE, 63 - TORRE ARCHIMEDE - PADOVA
Telephone
0498271481
**** SHORT CV ****
The full profile is available at:
https://sites.google.com/site/giogiocallegaro/Home
Giorgia Callegaro
Date/place of birth: May 19, 1981, Padova, Italy.
Address (work): Dipartimento di Matematica
Via Trieste, 63 - 35121 Padova, Italy
Phone: +39 049 827 1481
E-mail: gcallega@math.unipd.it
Education
October 2010: PhD in Mathematics applied to Finance from the Scuola Normale Superiore di Pisa and the Université d'Evry Val d'Essonne. Thesis “Credit risk models under partial information”.
September 2007: Master 2 “Probabilités & Applications, thématique Probabilités et Finance” at the University Pierre et Marie Curie (Paris VI).
March 2005: Graduated cum Laude in Mathematics at the University of Padua. Thesis on Mathematical Finance.
Positions
Since November 2012: Assistant Professor ("Ricercatore") of Probability and Statistics at the Department of Mathematics, University of Padova.
November 2010-October 2012: quantitative analyst, “Market Risk Methodologies”, UniCredit S.p.A., Milan (Italy).
Main research interests:
Stochastic calculus and application to finance.
Publications
Please see the exhaustive list available at my personal webpage:
https://sites.google.com/site/giogiocallegaro/publications
Notices
Office hours
Wednesday from 13:30 to 15:30
at Studio 519, Dipartimento di Matematica (Torre Archimede), Università di Padova.
Si prega di inviare comunque una mail di richiesta/prenotazione dell'appuntamento. Grazie.
Teachings
- FINANCIAL MATHEMATICS AND STATISTICS, AA 2024 (EPQ3102198)
- MATHEMATICS FOR ECONOMICS: STATIC AND DYNAMIC PROGRAMMING, AA 2024 (EPQ0091719)
- RISK AND INSURANCE, AA 2024 (SCQ3102322)
- FINANCIAL MATHEMATICS, AA 2023 (SC01111295)
- BASIC MATHEMATICS FOR ECONOMISTS, AA 2023 (EC03105600)
- FINANCIAL MATHEMATICS, AA 2022 (SC01111295)
- INSTITUTIONS OF MATHEMATICS, AA 2022 (SCN1028295)
- FINANCIAL MATHEMATICS, AA 2021 (SC01111295)
- INSTITUTIONS OF MATHEMATICS, AA 2021 (SCN1028295)
- FINANCIAL MATHEMATICS, AA 2020 (SC01111295)
- INSTITUTIONS OF MATHEMATICS, AA 2020 (SCN1028295)
- FINANCIAL MATHEMATICS, AA 2018 (SC01111295)
- ANALYTICAL AND STOCHASTIC MATHEMATICAL METHODS FOR ENGINEERING, AA 2017 (INP5070357)
- FINANCIAL MATHEMATICS , AA 2017 (EPP6077437)
- ANALYTICAL AND STOCHASTIC MATHEMATICAL METHODS FOR ENGINEERING, AA 2016 (INP5070357)
- ANALYTICAL AND STOCHASTIC MATHEMATICAL METHODS FOR ENGINEERING, AA 2015 (INP5070357)
- MATHEMATICAL TOOLS FOR ECONOMICS AND FINANCE 2, AA 2015 (ECN1031405)
- FINANCIAL MATHEMATICS , AA 2014 (SSL1000355)
- FINANCIAL MATHEMATICS , AA 2014 (SSL1000355)
- STATISTICS, AA 2014 (SCN1028509)
- FINANCIAL MATHEMATICS , AA 2013 (SSL1000355)
- FINANCIAL MATHEMATICS , AA 2013 (SSL1000355)
- FINANCIAL MATHEMATICS , AA 2012 (SSL1000355)
- FINANCIAL MATHEMATICS , AA 2012 (SSL1000355)
Publications
Please see the exhaustive list at my personal web-page:
https://sites.google.com/site/giogiocallegaro/publications
Research Area
Stochastic calculus and martingale theory: application to Finance and to Energy markets; discontinuous market models; stochastic control problems and stochastic games under complete and partial information; filtering; grossissement de filtrations; quantization.
Thesis proposals
Proposed master thesis topics will be on applications of probability and stochastic calculus to Finance and Energy markets. Please contact directly the professor for more information.
