CALLEGARO GIORGIA

Contacts
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Structure Department of Mathematics
Telephone 0498271481
Qualification Ricercatore universitario confermato
Scientific sector MAT/06 - PROBABILITY AND MATHEMATICAL STATISTICS
University telephone book  Show
 

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)

Proposals for thesis
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.

Curriculum Vitae
**** 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

Research areas
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.

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. 2018/19
Degree course code (?) Degree course track Course unit code Course unit name Credits Year Period Lang. Teacher in charge
SC1159 COMMON SC01111295 6 3rd Year Second
semester
ITA GIORGIA CALLEGARO