Giulia 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 researcher at Rizklab, Norge in 2008-2009.
Research interests
Stochastic analysis, calculus, and control. Applications to finance and risk measurement: modeling, pricing, hedging and other optimal portfolio problems under full, partial, and inside information including time-change; sensitivity and robustness; markets with memory; energy finance; dynamic risk measures
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Education
PhD in Mathematical Statistics from University of Pavia in January 2003, Degree in Mathematics from the University of Milano in July 1998.
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 Finance and Stochastics, Springer, since 2020
- Associate Editor of DEAF - Decisions in Economics and Finance, Springer, since 2022
- Associate Editor of FMF - Frontiers of Mathematical Finance, AIMS, since 2021
- 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
- Associate Editor of MSTA - Modern Statistics: Theory and Application, VTEX, since 2020