Curriculum Vitae of Tiziano Vargiolu

Academic Studies

• 1996 - 1998: doctoral school ("Corso di Perfezionamento") in Mathematics at the Scuola Normale Superiore of Pisa.
• 1996 - 1997: Diplome d'Etudes Approfondies (equivalent to a Master) of Probability and Applications at the University of Paris VI ``Pierre et Marie Curie''.
• 1992 - 1995: "Corso Ordinario" at the Scuola Normale Superiore of Pisa.
• 1991 - 1995: graduation in Mathematics at the University of Pisa.

Academic Appointments

• July 1998 - now: Assistant Professor ("Ricercatore") at the Department of Pure and Applied Mathematics at the University of Padova.

Scholarships and Fellowships

• November 1997: IMPAN - Institute of Mathematics of the Polish Academy of Sciences, in Warsaw.

Scientific Activity Abroad

• November 1997: IMPAN - Institute of Mathematics of the Polish Academy of Sciences, in Warsaw.
• October 1996 - March 1997 and September 1997: Laboratoire de Probabilités of the University of Paris VI ``Pierre et Marie Curie''.

Research Groups

• Local coordinator of the CNR Strategic Project Modellizzazione matematica di fenomeni economici
• Member of the group "ex-60%" of Probability of the University of Padova;
• Member of the local unit of the Research Group of Relevant National Interest (ex 40%) Processi stocastici, calcolo stocastico e applicazioni
• Member of the EU-Research Training Network DYNSTOCH
• Member of the INDAM group GNAMPA
• Member of the group FIQUAM Methodes quantitatives en Finance of the CNRS

Research Interests

• Discrete time and continuous time stochastic control;
• SDE in Hilbert spaces;
• Interest rates models;
• Market and credit risk.

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