Home‎ > ‎Our speakers‎ > ‎

Tiziano Vargiolu


Tiziano Vargiolu is Associate Professor of Probability and Statistics at the Department of Mathematics of the University of Padova, Italy, since 1998. There, he has taught courses on Probability, Statistics and Quantitative Finance at undergraduate, master's and PhD level, and directed PhD and master's theses in Financial Mathematics.  His research interests span a wide range of topics including stochastic optimal control, pricing of contingent claims, portfolio optimization, interest rates models, credit risk and energy markets. Since 2015 he is member of the Centre "Giorgio Levi Cases" for Energy Economics and Technology of the University of Padova.