Lucia Caramellino

Full professor in Probability

Head of Teaching for the Bachelor's and Master's Degree in Mathematics
Member of the PhD Board in Mathematics
Associate editor of Bernoulli Journal
Member of RoMaDS (Rome Centre on Mathematics for Modelling and Data ScienceS)


Deputy director of the Mathematics Department, 2021-2024
Member of the Academic Senate, 2018-2021
Associate professor in Probability, Univeristy of Rome "Tor Vergata", 2001-2021
Assistant professor in Probability, University "Roma Tre", 1995-2001
PhD in Mathematics, University of Rome "Tor Vergata", 1997
"Laurea" Degree in Mathematics, University of Rome "La Sapienza", 1991

Address: Dipartimento di Matematica, Università di Roma-Tor Vergata, Via della Ricerca Scientifica 1, I-00133, Roma, Italy; email: caramell AT mat DOT uniroma2 DOT it; phone: +39 06 72594709; fax: +39 06 72594699; office: 0202

Research interests: Probability. Large deviations: sharp estimates and applications to simulation; Malliavin calculus and numerical methods in Finance; diffusion processes: modelling, asymptotic behavior.
Papers
Research group in Probability and Statistics at Rome-Tor Vergata (info, seminars etc.)

In 2024/2025:
- Metodi e Modelli dei Mercati Finanziari (8 ECTS, Master's Degree in Pure and Applied Mathematics, I semester, possibly in English)
- Probabilità e Statistica (7 out of 9 ECTS, Bachelor's Degree in Mathematics, II semester, in Italian)
- Probabilità 1 (2 out of 9 ECTS, Bachelor's Degree in Data Science, II semester, in Italian)

Info for people interested in Probability and Finance (conferences, workshops etc.)