Lucia Caramellino

Full professor in Probability

Deputy director of the Mathematics Department
Member of the PhD Board in Mathematics
Associate editor of Bernoulli

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.)
Web page of the conferences in Mathematical Finance (Lectures on Mathematical Finance and Stochastic Methods in Mathematical Finance) at: Rome-La Sapienza, 2005 - Rome-Tor Vergata, 2004 - L'Aquila, 2003 - Pescara, 2002 - Roma Tre, 2001

In 2021/2022:
- Metodi e Modelli dei Mercati Finanziari (8 ECTS, Master's Degree in Pure and Applied Mathematics, I semester, possibly in English - see "Mathematical Methods and Models in Finance" HERE)
- Probabilità e Finanza (6 ECTS, Bachelor's Degree in Mathematics, I semester, in Italian)

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