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Sergio Scarlatti

Sergio Scarlatti
Adjunct Professor

Curriculum

Education:

-M.Sc. in Mathematics, University of Rome “La Sapienza”

-Ph.D. in Mathematics, University of Rome “La Sapienza”

-Educational studies in Mathematics, Probability and Statistics

 

Present Academic Appointments:

-2007 to date , Full Professor of Mathematics for Economics and Finance, School of Economics, University of Rome-Tor Vergata

Research Topics:

Derivative pricing, Credit risk, Montecarlo simulation, Investments and portfolio selection, Game theory

Further Academic Activities (past & present):

-Referee for international journals in the fields of Mathematical Finance, Probability, Stochastic Processes, Insurance

-Co-organizer of workshops on Quantitative Finance and speaker in international conferences on Applied Probability , Game theory , Mathematical Finance, Stochastic Processes.

Professional Activities: Consulting on Project-Financing topics

Main pubblications (last 10 years)

Scientific Publications:

On the following international journals:

Games and Economic Behaviour, Mathematical Social Sciences, Finance & Stochastics, Review of Derivatives Research , Decisions in Economics & Finance, Journal of Mathematical Finance, International Journal of Risk Assessment and Management, Annals of Applied Probability, SIAM Journal on Applied Mathematics , Journal of Functional Analysis, Journal of Operator Theory, Advances in Applied Probability, Acta Applicandae Mathematicae, Journal of Statistical Physics.