Prof.
CALVIA Alessandro
Ricercatore a tempo determinato
Settore scientifico disciplinare
Metodi matematici dell'economia e delle scienze attuariali e finanziarie - Curriculum Vitae
- Office hour
- Teaching
- Appointments
- Research
Academic roles:
- 1 April 2023 - today: Assistant professor (tenure track), Department of Economics and Management, University of Parma.
- 15 October 2019 - 31 March 2023: Assistant professor, Department of Economics and Finance, LUISS University.
- 1 January 2018 - 14 October 2019: Postdoctoral research fellow, Department of Statistics and Quantitative Methods, University of Milano-Bicocca.
Professional qualifications:
- 12 December 2023 - today: Abilitazione Scientifica Nazionale (National Scientific Qualification) alle funzioni di professore universitario di II Fascia nel S.C. 13/D4 - Metodi Matematici dell’Economia e delle Scienze Attuariali e Finanziarie.
Education
- Ph.D. in Pure and Applied Mathematics, Department of Mathematics and Its Applications, University of Milano-Bicocca.
- Master's Degree in Mathematical Engineering, Politecnico di Milano.
- Bachelor's Degree in Mathematical Engineering, Politecnico di Milano.
More detailed information:
- Personal webpage, https://sites.google.com/view/alessandrocalvia
- CV attached to this webpage.
Office hours are scheduled on Mondays and Tuesdays, 4:00 - 6:00 PM.
To fix a meeting, either on-campus or online (Microsoft Teams), students must send an e-mail to alessandro.calvia@unipr.it, specifying in the object name, surname, and reason for the request.
Students are kindly asked to send requests in due time (at least 48 hours in advance), to better organize the meetings.
Should special and motivated needs arise, students can ask for a meeting at different times and/or days.
Anno accademico di erogazione: 2024/2025
- Course year: 1 - First cycle degree (DM 270) - ECONOMICS AND MANAGEMENT - A.Y.: 2024/2025
- Course year: 3 - First cycle degree (DM 270) - FOOD SYSTEM: MANAGEMENT, SUSTAINABILITY AND TECHNOLOGIES - A.Y.: 2022/2023
Anno accademico di erogazione: 2023/2024
- Course year: 1 - First cycle degree (DM 270) - ECONOMICS AND MANAGEMENT - A.Y.: 2023/2024
Professor/Teacher
- First cycle degree (DM 270) ECONOMICS AND MANAGEMENT A.Y. 2024/2025
- First cycle degree (DM 270) ECONOMICS AND MANAGEMENT A.Y. 2023/2024
Lines of research
Stochastic filtering, optimal control problems under full and partial observation, and their applications to
economics and finance; Hamilton-Jacobi-Bellman equations, Backward Stochastic Differential Equations and their applications; Stochastic processes with discontinuous trajectories, random measures and their applications; Risk measures, g-expectations and robustness.
Publications
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Year: 2024Author/s: Calvia A, Gozzi F, Lippi F, Zanco G
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Year: 2024Author/s: Calvia A., Gozzi F., Leocata M., Papayiannis G. I., Xepapadeas A., Yannacopoulos A. N.
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Year: 2023Author/s: Calvia Alessandro, Cappa Gianluca, Gozzi Fausto, Priola Enrico
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Year: 2022Author/s: Bandini E., Calvia A., Colaneri K.
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Year: 2022Author/s: Calvia Alessandro, Ferrari Giorgio
Orcid
https://orcid.org/0000-0003-4448-6877
Contacts
Office location
Polo Kennedy - Plesso Centrale di Economia
Via John Fitzgerald Kennedy, 6
43125 PARMA
Via John Fitzgerald Kennedy, 6
43125 PARMA