Affiliation: University of Padova, IT
Keywords: Mathematical finance, stochastic analysis, financial markets, probability.
Full profile: Claudio Fontana is full professor of probability at the Department of Matheamtics of the University of Padova (Italy). He holds a Master of Advanced Studies in Finance (ETH and University of Zurich, 2010) and a PhD in Mathematics (University of Padova, 2012). His research interests are in the theory of stochastic processes and their applications in finance, in particular interest rate and credit risk modeling, enlargement of filtrations and the modeling of information, arbitrage theory. He has worked as a post-doctoral researcher at the University of Évry (France) and at INRIA Paris-Rocquencourt, as assistant professor at Paris VII University (2014-2018) and as scientific collaborator at École Polytechnique (2022-2023). He was awarded the Bruno de Finetti prize by the Accademia Nazionale dei Lincei (Rome, 2008), the AMASES award for the best paper (2010), the Nicola Bruti Liberati fellowship (UTS Sydney, 2016) and the Europlace prize for the best paper in finance (Paris, 2017). His research has been supported by CNRS, the Europlace Institute of Finance, a STARS grant from the University of Padova and a Marie Curie intra-European fellowship. In 2021 he has been elected Academic Fellow of the Louis Bachelier Institute. Together with E. Barucci, he is the author of the monograph “Financial Markets Theory: Equilibrium, Efficiency and Information” (Springer Finance, 2nd ed., 2017).