Alessandro Calvia
Associate Professor @Mathematics Department - Politecnico Di Milano
Milan, IT
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WORK HISTORY
Dec 2024 — Present
Associate Professor @Mathematics Department - Politecnico Di Milano
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Milan, IT
EDUCATION
2006 — 2007
SAE Institute Milan
Diploma
2008 — 2011
Politecnico di Milano
Bachelor of Science (B.Sc.)
2002 — 2007
Liceo Classico S.Quasimodo - Magenta
Maturità Classica
2011 — 2014
Politecnico di Milano
Master of Science - MS
2014 — 2018
Università degli Studi di Milano-Bicocca
Doctor of Philosophy - PhD
SKILLS
Financial ModelingTeachingAlgorithmsNumerical AnalysisStochastic FilteringResearchMicrosoft OfficeCOpenmpMpiMathematical ModelingUbuntuMarket RiskBayesian StatisticsProgrammingSimulationsComputer ScienceTeamworkJagsCudaStochastic Differential EquationsLatexCredit RiskWinbugsRC++MathematicaMatlabStochastic Control
ABOUT ALESSANDRO CALVIA
Research interests: stochastic filtering and optimal control with partial observation, point processes, piecewise deterministic Markov processes, rough paths and stochastic optimal control, risk measures.
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