Michele Giordano

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Norwegian version of this page
Room 1226
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Visiting address Moltke Moes vei 35 Niels Henrik Abels hus 0851 OSLO
Postal address Postboks 1053 Blindern 0316 OSLO

Background

I am a PhD student in Mathematics. I am a member of the STORM project and I started working at UiO in August 2018 under the supervision of Giulia Di Nunno. My research branches are stochastic calculus and mathematical finance.


Before coming to Oslo I graduated in Mathematics at the University of Pisa with a thesis entitled “Classes of Stochastic Volterra Processes”. The main goal of the thesis was the study of some known classes of Volterra processes, with particular interest to application to finance, and the introduction of jumps in a known setting.

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Tags: Mathematics, Mathematical Finance, Stochastic Analysis
Published Aug. 23, 2018 3:28 PM - Last modified Feb. 9, 2019 2:17 PM