Anna Battauz

Associate Professor
Knowledge groupFinance
Research domainsFinancial Markets
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Anna Battauz CV

Biography

Anna Battauz is an Associate Professor at Università Bocconi teaching undergraduate, graduate, and Ph.D. courses in Calculus, Quantitative Finance, Derivatives Pricing, Numerical Methods for Finance, and Continuous-Time Finance. She has been the Director of the MSc in Finance since 2022. 

Her research interests are in Quantitative Finance, with a special focus on asset/derivatives pricing, asset allocation, and optimal stopping. She has published in several academic journals, including Economic Theory, Journal of Economic Dynamics and Control, Management Science, Quantitative Finance, and Review of Derivatives Research. She acts as referee for a number of academic publications and is a research fellow at IGIER (Innocenzo Gasparini Institute for Economic Research) and Baffi Carefin. 

She graduated from the Scuola Normale Superiore in Pisa with a Ph.D. in Financial Mathematics. She also holds a Degree in Mathematics from the University of Udine. She joined Bocconi University right after her doctorate.  

Recent Publications

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  • 2026
    Arbitrage Theory in Discrete and Continuous Time
    BATTAUZ, A., F. ORTU, F. ROTONDI - "Arbitrage Theory in Discrete and Continuous Time" - 2026, World Scientific Publishers
  • 2025
    American options with acceleration clauses
    BATTAUZ, A., S. STAFFOLANI, "American options with acceleration clauses", Decisions in Economics and Finance, 2025, vol. 48, pp. 13-35
  • 2025
    American options with liquidation penalties
    BATTAUZ, A., M. DE DONNO, A. SBUELZ, "American options with liquidation penalties", Computational Management Science, 2025, vol. 22, no. 1
  • 2024
    Optimal liquidation policies of redeemable shares
    BATTAUZ, A., F. ROTONDI, "Optimal liquidation policies of redeemable shares", Computational Management Science, 2024, vol. 21, no. 2
  • 2022
    Optimal exercise of American put options near maturity: A new economic perspective
    BATTAUZ, A., M. DE DONNO, J. GAJDA, A. SBUELZ, "Optimal exercise of American put options near maturity: A new economic perspective", Review of Derivatives Research, 2022, vol. 25, pp. 23-46
  • 2022
    On the exercise of American quanto options
    BATTAUZ, A., M. DE DONNO, A. SBUELZ, "On the exercise of American quanto options", The North American Journal of Economics and Finance, 2022, vol. 62, pp. 101738
  • 2022
    American options and stochastic interest rates
    BATTAUZ, A., F. ROTONDI, "American options and stochastic interest rates", Computational Management Science, 2022, vol. 19, pp. 567–604
  • 2021
    Earnouts: The real value of disagreement in mergers and acquisitions*
    BATTAUZ, A., S. GATTI, A. PRENCIPE, L. VIARENGO, "Earnouts: The real value of disagreement in mergers and acquisitions*", European Financial Management, 2021, vol. 27, no. 5, pp. 981-1024
  • 2018
    Non-myopic portfolio choice with unpredictable returns: The jump-to-default case
    BATTAUZ, A., A. SBUELZ, "Non-myopic portfolio choice with unpredictable returns: The jump-to-default case", European Financial Management, 2018, vol. 24, no. 2, pp. 192-208
  • 2017
    Reaching nirvana with a defaultable asset?
    BATTAUZ, A., M. DE DONNO, A. SBUELZ, "Reaching nirvana with a defaultable asset?", Decisions in Economics and Finance, 2017, vol. 40, no. 1-2, pp. 31-52

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Grants & Honors

  • Teaching Execellence Award, Università Commerciale Luigi Bocconi, 2018

  • Research Execellence Award, Università Commerciale Luigi Bocconi, 2014

  • Research Execellence Award, Università Commerciale Luigi Bocconi, 2004