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PhD Student


Room: 132 Huxley Building

About me

I am a PhD student at the Mathematics Department of Imperial College London and my research is between the Dynamical Systems group and the Mathematical Finance group. My supervisors are Professors Jeroen Lamb and Damiano Brigo. I hold a Bachelor’s degree in Mathematics from the University of Genova (Italy) and a Double Degree in Quantitative Finance from the University of Bologna (Italy) and the Ludwig Maximilians Universität in Munich (Germany). My MSc thesis, written in collaboration with Risklab GmbH (Allianz Global Investors), focused on the calibration and simulation of mathematical models for the pricing of interest rates derivatives as well as on the study of long term interest rates for the pricing of long dated options. Before joining Imperial, I obtained a MRes in Financial Computing at the University College London (UCL). My research was on stochastic and local-stochastic volatility models for the Foreign Exchange market, with particular regard to the symmetries that distinguish this market from all the others.

Research interests

My PhD aims at studying the symmetries of SDEs and random dynamical systems. As a possible application, I would like to study mathematical models for the FX market from an unconventional point of view, assessing the existence of conserved financial quantities. Topics covered by my research are
  • Random dynamical systems
  • Symmetries of SDEs
  • Noether’s theorem in a stochastic context
  • Dtochastic differential geometry.