Giulia Di Nunno
Research interests
Stochastic analysis, calculus, and control. Applications of stochastic analysis with focus on mathematical finance: modeling, pricing, hedging and other optimal portfolio problems under full, partial, and inside information; sensitivity and robustness; markets with memory; energy finance.
Education
PhD in Mathematical Statistics from University of Pavia in January 2003, Degree in Mathematics from the University of Milano in July 1998. She joined the University of Oslo as associate professor in stochastic analysis in 2003 and became full professor in 2010. She holds an adjunct professor position at NHH - Norwegian School of Economics, Bergen since 2009. She has been adjunct researcher at Rizklab, Norge for about 1 year.
In office
2021-2024 Leader of the Section "Risk and Stochastics" at the Department of Mathematics, UiO
2021-2024 President of the Scientific Council of CIMPA
Editorial Activity
- Associate Editor of FMF - Frontiers of Mathematical Finance, AIMS, since 2021 - NEW Journal
- Associate Editor of ASMBI - Applied Stochastic Models in Business and Industry, Wiley, since 2021
- Associate Editor of Finance and Stochastics, Springer, since 2020
- Associate Editor of MSTA - Modern Statistics: Theory and Application, VTEX, since 2020
- Associate Editor of Mathematics, MDPI, since 2020
- Associate Editor of Stochastics: An International Journal of Probability and Stochastic Processes, Taylor and Francis, since 2012
- Associate Editor of Stochastic Analysis and Applications, Taylor and Francis, since 2010
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