CALLEGARO GIORGIA

Contacts
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8b97ff1dde2b7c4eff20c54987e3134f
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Structure Department of Mathematics
Telephone 0498271481
Qualification Ricercatore universitario confermato
Scientific sector MAT/06 - PROBABILITY AND MATHEMATICAL STATISTICS
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Office hours
Wednesday from 13:30 to 15:30 Studio 519, Dipartimento di Matematica (Torre Archimede), Università di Padova. Si prega di inviare comunque una mail di richiesta/prenotazione dell'appuntamento. Grazie.
(updated on 26/02/2015 10:55)

Curriculum Vitae
Callegaro, Giorgia

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; discontinuous market models; stochastic control problems under complete and partial information; numerical methods applied to finance.



Publications

Please see the exhaustive list available at my personal webpage:

https://sites.google.com/site/giogiocallegaro/publications

Lecturer's Curriculum (PDF): 8B97FF1DDE2B7C4EFF20C54987E3134F.pdf

Research areas
Stochastic calculus and martingale theory: application to Finance and to Energy Finance; discontinuous market models; stochastic control problems under complete and partial information; filtering; grossissement de filtrations; numerical methods applied to Finance.

Publications
Please see the exhaustive list at my personal web-page:

https://sites.google.com/site/giogiocallegaro/publications

List of taught course units in A.Y. 2017/18
Degree course code (?) Degree course track Course unit code Course unit name Credits Year Period Lang. Teacher in charge
IN2191 COMMON INP5070357 ANALYTICAL AND STOCHASTIC MATHEMATICAL METHODS FOR ENGINEERING
Details for students enrolled in A.Y. 2017/18
Current A.Y. 2017/18
12 1st Year First
semester
ENG GIORGIA CALLEGARO
EC0222 COMMON EPP6077437 FINANCIAL MATHEMATICS
Details for students enrolled in A.Y. 2017/18
Current A.Y. 2017/18
6 1st Year Second
semester
ITA GIORGIA CALLEGARO
SC1165 COMMON SCN1028509 STATISTICS
Details for students enrolled in A.Y. 2017/18
Current A.Y. 2017/18
6 1st Year Second
semester
ITA MARTINO GRASSELLI