Andrea Pascucci is Professor of Probability and Statistics at the University of Bologna. His activity focuses on several aspects of the theory of stochastic differential equations for diffusions and jump processes, of deterministic degenerate partial differential equations and of the applications to mathematical finance. He wrote 4 books and more than 60 papers on the following topics: linear and non-linear Kolmogorov-Fokker-Plank equations; asymptotic and global estimates of the transition density of multi-dimensional diffusions and jump processes; free boundary, optimal stopping problems and applications to American style financial derivatives; Asian/path-dependent options and volatility modelling. He was invited speaker in more than 40 international conferences. He is Associate Editor of the Journal of Computational Finance and director of the post-graduate programme in Mathematical Finance of the University of Bologna.
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