Bertrand Lods
Professor
- Department of Economics, Social Studies, Applied Mathematics and Statistics
- SSD: MAT/05 - mathematical analysis
- ORCID: orcid.org/0000-0001-8574-513X
Contacts
At
- Department of Economics, Social Studies, Applied Mathematics and Statistics
- Dipartimento di Scienze economico-sociali e matematico-statistiche
- Laurea Magistrale (M.Sc.) in Stochastics and Data Science
- Quantitative Finance and Insurance
Curriculum vitae
Curriculum Vitae
(0.3 MB) Research products
All my research productsCourses
- Analysis (Course B) (MAT0033)
Laurea Magistrale (M.Sc.) in Stochastics and Data Science - STOCHASTIC CALCULUS AND MATHEMATICAL FINANCE (SEM0174)
Quantitative Finance and Insurance
Research topics
Chair of the Admissions Committee, M. Sc in Stochastics and Data Sciences (2022-)
Research groups
Research projects
- Stochastic control and games and the role of information - PRIN 2022
- Stochastic dynamic optimization, multidimensional ambiguity aversion, and nonlinear kinetic equations
- Calcolo stocastico con applicazioni in finanza e assicurazioni, matematica per modelli dinamici di preferenze con avversione all'incertezza e limiti idrodinamici di equazioni cinetiche
- Mathematical methods for stochastic optimal control problems, kinetic equations, multivariate OU processes and decision theory
- Quantum kinetic equations, ambiguity aversion Quantum kinetic equations, ambiguity aversion, stochastic modeling and optimization
- Multidimensional Lévy-driven OU processes, Stochastic control theory for intertemporal non-linear optimization problems, Transport equations
Activities in agenda
Academic bodies
Office hours
Tuesday and Thursday, from 11.30 to 13.00Personal web page: https://sites.google.com/site/bertrandlods/