I'm currently Postdoctoral Researcher in the Stochastic Finance group at ETH Zürich. My research focuses on Mathematical Finance and in particular on models addressing Knightian Uncertainty. My research interests also includes quantitative risk management and applications of mean field games to finance and insurance. I obtained the PhD in Applied Mathematics from Università degli studi di Milano in December 2015, under the supervision of Prof. Marco Frittelli.
I am organizer of the seminar series:
Talks in Financial and Insurance Mathematics
Hermann Weyl room HG G 43.