FONTANA CLAUDIO

Contacts
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Structure Department of Mathematics
Telephone 049 827 1358
Qualification Ricercatore a tempo determinato di tipo B
Scientific sector MAT/06 - PROBABILITY AND MATHEMATICAL STATISTICS
University telephone book  Show
 

Curriculum Vitae
Personal webpage: http://sites.google.com/site/fontanaclaud

Research areas
Mathematical finance and stochastic processes. In particular: interest rate and credit risk modelling, arbitrage theory, enlargement of filtrations, portfolio optimization, applications of stochastic filtering, mean-variance and quadratic problems.

List of taught course units in A.Y. 2019/20
Degree course code (?) Degree course track Course unit code Course unit name Credits Year Period Lang. Teacher in charge
EP2422 001PD EPP6077357 9 1st Year First
semester
ENG CLAUDIO FONTANA
EP2423 001PD EPP6077357 9 1st Year First
semester
ENG CLAUDIO FONTANA