Giulia  Di Nunno


Professor in Stochastic Analysis at the Department of Mathematics, University of Oslo
Senior researcher at CMA: Centre of Mathematics for Applications
Adjunct professor at NHH Department of Finance and Management Science



Contact information

CMA c/o Department of Mathematics
University of Oslo
P.O. Box 1053 Blindern
N - 0316 Oslo, Norway.

E-mail:     giulian at math.uio.no
Phone:     +47 228 55854
Fax:         +47 228 54349
Office:    
Niels Henrik Abels hus,  B1016

      


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Interests

  • Stochastic calculus: anticipating and non-anticipating integration and differentiation for processes and random fields
  • White noise theory for Lévy processes
  • Applications of functional analysis to stochastics
  • Stochastic control under differentiated information
  • Mathematical finance: modeling; pricing; hedging and other optimal portfolio problems under full, partial, and insider information; sensitivity and robustness


CV
List of publications

Students
Teaching portfolio
Collaborators










Activities, Fall 2012

CMA - Stochastic Analysis Seminar Series

Aims and program can be found: here

Teaching at UiO

Spring 2013

Teaching at NHH

Spring 2013: ECO437 Topics in Stochastic Methods: stochastic analysis with applications in economics


   




Last updated 09.03.2012