Skip to main content Skip to footer
Log in
Alma universitas studiorum parmensis A.D. 962 - Università di ParmaAlma universitas studiorum parmensis A.D. 962 - Università di Parma People and Organization
Università degli Studi di Parma

Alessandro Calvia

Print
Fixed-term researcher
Department of Economics and Management
SSD: Mathematical Methods for Economy, Finance and Actuarial Sciences (STAT-04/A)
Termination of employment

Alessandro Calvia is no longer employed by the University of Parma.

Contacts

Curriculum Vitae

Download the CV

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:

Teachings

Research

Research areas

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

Full list of publications