Address book
Contacts
CLAUDIO FONTANA
Position
Professore Ordinario
Address
VIA TRIESTE, 63 - TORRE ARCHIMEDE - PADOVA
Telephone
049 827 1358

Claudio Fontana is full professor of probability at the University of Padova (Italy) and scientific collaborator at CMAP (École Polytechnique, France). He holds a Master of Advanced Studies in Finance (ETH and University of Zurich) and a PhD in Mathematics (University of Padova). He was awarded the Bruno de Finetti prize by the Accademia Nazionale dei Lincei (Rome, 2008), the AMASES award for the best paper (2010), the Nicola Bruti Liberati fellowship (UTS Sydney, 2016) and the Europlace prize for the best paper in finance (Paris, 2017). Since 2012, he has worked as a post-doctoral researcher at the University of Évry (France), at INRIA Paris-Rocquencourt and as assistant professor at Paris VII University (2014-2018). His research interests are in the theory of stochastic processes and their applications in finance, in particular interest rate and credit risk modeling, arbitrage theory and the modeling of information. His research has been supported by CNRS, the Europlace Institute of Finance, by a STARS grant from the University of Padova and a prestigious Marie Curie fellowship funded by the European Union. In 2021 he has been elected "academic fellow" of the Louis Bachelier Institute. Together with E. Barucci, he is the author of the monograph "Financial Markets Theory: Equilibrium, Efficiency and Information" (Springer Finance, 2017).
Personal webpage: http://sites.google.com/site/fontanaclaud
Notices
Office hours
By appointment
Teachings
- STOCHASTIC FINANCE, AA 2024 (SCQ3102323)
- MATHEMATICS, AA 2023 (MEQ3103140)
- MATHEMATICS FOR FINANCE, AA 2023 (EPQ3102217)
- MATHEMATICS FOR FINANCE AND OPTIMIZATION, AA 2023 (EPQ3102101)
- MATHEMATICS WITH ELEMENTS OF INFORMATICS, AA 2022 (FAL1001495)
- MATHEMATICS FOR FINANCIAL RISK AND DERIVATIVES, AA 2022 (EPP6077357)
- MATHEMATICS FOR FINANCIAL RISK AND DERIVATIVES, AA 2022 (EPP6077357)
- MATHEMATICS WITH ELEMENTS OF INFORMATICS, AA 2021 (FAL1001495)
- MATHEMATICS FOR FINANCIAL RISK AND DERIVATIVES, AA 2021 (EPP6077357)
- MATHEMATICS FOR FINANCIAL RISK AND DERIVATIVES, AA 2021 (EPP6077357)
- MATHEMATICS FOR FINANCIAL RISK AND DERIVATIVES, AA 2020 (EPP6077357)
- MATHEMATICS FOR FINANCIAL RISK AND DERIVATIVES, AA 2020 (EPP6077357)
- FINANCIAL MATHEMATICS, AA 2019 (SC01111295)
- MATHEMATICS FOR FINANCIAL RISK AND DERIVATIVES, AA 2019 (EPP6077357)
- MATHEMATICS FOR FINANCIAL RISK AND DERIVATIVES, AA 2019 (EPP6077357)
- MATHEMATICS FOR FINANCIAL RISK AND DERIVATIVES, AA 2018 (EPP6077357)
- MATHEMATICS FOR FINANCIAL RISK AND DERIVATIVES, AA 2018 (EPP6077357)
Research Area
Mathematical finance and stochastic processes. In particular: arbitrage theory, information in finance, interest rates and credit risk modeling, portfolio optimization, enlargement of filtrations, applications of stochastic filtering.