Personal data
Present position: Full Professor in Mathematical Finance
Affiliation: University of Bologna
Address: Department of Mathematics, University of Bologna, viale Filopanti n.5, 40126 Bologna, Italy
e-mail: rossella.agliardi@unibo.it
Academic positions
1991-2003. Assistant Professor, University of Ferrara, Italy
2004- 2020 Associate Professor, University of Bologna
Teaching activity
Teaching courses in Calculus, Advanced Calculus, Differential Equations, Stochastic Processes, Math-Finance, Mathematical Methods for Economists, Credit derivatives (both graduate, undergraduate and PhD level), mainly at the Faculties of:
- Mathematical, Physical and Natural Science, University of Ferrara (1990-2004): Degrees in Mathematics, in Informatics and in Physics, PhD in Mathematics;
- Engineering, University of Ferrara (1994-2003): numerous courses in Calculus;
- Economics, University of Bologna (2003-2020): undergraduate level and Master level;
- Statistics of the University of Bologna (2012-2018): Master level.
Supervisor of several Degree dissertations and two Post-Doc positions in Mathematics.
Research activity
Rossella Agliardi has published more than 60 articles in Mathematics and Quantitative Finance journals which are peer reviewed and at least 40 articles are published in journal which are classified in the Journal of Citation Reports. Her recent research work includes derivative pricing under non-Gaussian stochastic processes, mathematical models for credit risk analysis, Cauchy problem for nonlinear PDEs of generic evolution type and application to Finance. Previous areas of specialization: well-posedness of the Cauchy problem for linear PDEs and pseudo-differential equations in Sobolev spaces and in Gevrey-Sobolev spaces; mathematical models for corporate finance.
She has presented her research at several international conferences.
Co-author of 3 books on mathematical methods for economics and finance.
Reviewer for several international journals.
Reviewer of PRIN projects on account of MIUR (Italian Ministry of Research and Education) (since 2006) and of some foreign ministries of education.
Co-ordinator of some international and local research projects on PDEs and Financial Applications; participation in various PRIN projects.
Conference organization:
Credit Risk (2007, October), Nonlinear PDEs and Financial Applications (2009, October), Boundary value problems and pseudo-differential equations in Finance (2010, October), XIV Workshop on Quantitative Finance (2012, January).