Anna Battauz

Anna Battauz
Finance
anna.battauz@unibocconi.it

Via Roentgen 1
Tel.+39 02 5836 5605 Fax.+39 02 5836 5634

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Curriculum Vitae

January 1998 – December 2004: Ph.D. in Mathematical Finance, Scuola Normale Superiore di Pisa (Italy), cum laude. Thesis: “Some issues about American options”.

October 1998 – February 1999: Academic guest at the ETH, Zurich, (Switzerland). September 1992 – November 1996: Laurea in Matematica, cum Laude, University of Udine, Department of Mathematics and Computer Science.

 

Academic position and/or Professional activities

Associate Professor of Finance

September 2005 - current: Associate Professor of Mathematical Finance; Department of Finance, Bocconi University, Milan (Italy). IGIER Fellow.

March 2001 – August 2005: Assistant Professor of Mathematical Finance; Institute of Quantitative Methods, Bocconi University, Milan (Italy).

October 1999 – January 2000: Stage at the Risk Management Division of Banca Unicredito, Milan.

October 1998 – February 1999: Academic guest at the ETH, Zurich, (Switzerland).

Spring 1997: Research fellowship “Mathematical and Numerical Analysis of Differential Equations” at the Department of Mathematics and Computer Science, University of Udine (Italy).

 

Research Interests

  • Mathematical finance, 
  • Asset pricing
  • Derivatives