Giulia Di Nunno

Professor - Risk and Stochastics
Image of Giulia Di Nunno
Norwegian version of this page
Phone +47 22855854
Mobile phone +47 93847589
Room 1016
Available hours On appointment
Username
Visiting address Niels Henrik Abels hus

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

Visit personal webpage

 

 

Tags: Probability, Stochastic Analysis, Finance, Insurance and Risk, Global South
Published Nov. 30, 2010 11:20 PM - Last modified May 6, 2021 12:49 PM

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