Giulia Di Nunno – CV
March 9, 2012
Name: Giulia
Surname: Di Nunno
Webpage: http://folk.uio.no/giulian
Position
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2010 – running. Professor in stochastic analysis, Department of Mathematics
University of Oslo
2003 - 2010. Associate Professor in stochastic analysis, Department of
Mathematics, University of Oslo
2003 – running. Senior scientist at CMA: Centre of Mathematics for
Applications. Centre of Excellence established by the Norwegian Research
Council.
May 2008 – January 2009. Researcher on the project on “Pricing of interest
rate derivatives” at Rizklab, Norge AS.
2009 - running. Adjunct associate professor at NHH: Norges Handelshøyskole,
Department of Finance and Management Science
Education
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Ph.D. in Mathematical Statistics. Thesis: "On Stochastic Differentiation with
Application to Minimal Variance Hedging". University of Pavia, Italy, Public
Defense 15th January 2003.
Degree in Mathematics: Summa 110/110 cum Laude. Thesis "On Measurability
and Integrability of Stochastic Functions" (in Italian). University of Milano,
Italy, 1998.
Maturità scientifica sperimentale: Summa 60/60. A-level in mathematics,
physics, computer science, modern and ancient foreign languages. Milano, Italy.
Participation to National and International Projects
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2012 – running. Member of the Steering Council of CIMPA.
2010 - running. Member of the EMS-CDC: Committee for Developing
Countries of EMS: European Mathematical Society
2007 - running. Member of the board as Norwegian representative for the
Master program in Mathematical Modelling, University of Dar-es-Salaam
(UDAR), as a NOMA programme of the Norwegian Research Council.
2005 - 2010. Co-chair of AMaMeF: Advanced Mathematical Methods for
Finance a network programme of 16 countries established within ESF:
European Science Foundation
2004 - 2006. Member of the board of the Master programme in the Master
program in A Southern African Postgraduate Training Programme in
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Mathematical Modelling, University of Zimbabwe (UZ), as a NUFU
programme of the Norwegian Research Council.
2003 - running. CMA Senior scientist: Centre of Mathematics for Applications.
Centre of Excellence established by the Norwegian Research Council.
Teaching Activity
Teaching is carried on at PhD, Master, and Bachelor level at the following institutions:
Main activity:
• Department of Mathematics, University of Oslo, Norway
• NHH: Norges Handelshøyskole, Department of Finance and Management
Science, Norway
Occasional courses (from a few days to a couple of weeks):
• University of Tunis El Manar, Faculty of Science, Tunisia.
• University Friedrich-Schiller Jena, Germany.
• University of Singapore, Singapore.
• Department of Mathematics and Applied Mathematics, University of Cape
Town Rep. South Africa.
• INdAM (School of Specialization for the Application of Mathematics in
Industry), University "Bicocca", Milano, Italy.
• "ITIS Galileo Galilei", Milano, Italy.
Student supervision at all level PhD, Master, and Bachelor.
Education in Teaching and Didactics
Competence acquired at the University of Oslo according to the requirements for high
quality of teaching and supervision.
• Spring 2005. "Universitetspedagogikk". Faculty of Pedagogy at University of
Oslo.
• Spring 2005. "Undervisning i matematiske og naturvitenskapelige fag". Faculty
of Pedagogy at University of Oslo.
• Spring 2005. Course in "Vitenskapelig veiledning”. Faculty of Pedagogy at
University of Oslo.
Research Visits
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May 14-27, 2012. Department of Mathematics for Decisions, University of
Florence (Italy) - Progetto GNAMPA.
February 13-26, 2012. IMUB at University of Barcelona (Spain).
May 14-27, 2009. Ecole Polytechnique, CMAP, Palaiseau (France).
January 18-24, 2008. School of Physical and Mathematical Sciences, Nanyang
Technological University (Singapore).
December 3-9, 2006. Department of Mathematics and Applied Mathematics,
University of Cape Town (Rep. South Africa)
October 1-8, 2006. Department of Mathematics, University of Bonn (Germany)
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September 10-17, 2006. Visiting the Department of Mathematical Statistics of
the Technical University of Munchen (Germany)
May 7-12, 2006. Department of Mathematics, University of Paris 6 and Paris 7
(France)
March 4-11, 2006. Department of Mathematics. University of Tunis El Manar
(Tunisia)
October 17-22, 2005. Department of Mathematics. University of Barcelona
(Spain)
February 2-5, 2005. Department of Mathematics, Institute of Theory of
Probability and Mathematical Statistics, University of Bonn (Germany)
June 5-13, 2004. Department of Mathematics, Universita' degli Studi di Pavia
(Italy)
January 11-18, 2004. Department of Mathematics, Institute of Theory of
Probability and Mathematical Statistics, University of Bonn (Germany)
November 24-27, 2003. Department of Applied Mathematics and Statistics,
University of Copenhagen (Denmark)
September 17-19, 2003. IAC- CNR, Roma (Italy)
August 18-25, 2003. Centro de Ciencias Matematicas, Universidade da Madeira
(Portugal)
May 7-11, 2003. Department of Mathematics, University of Bonn (Germany)
Spring 2002. Department of Mathematics, University of Oslo
Fall 2001. Department of Mathematics, University of Oslo
March 2001-June 2001. Department of Mathematics, University of Oslo
Seminar Cycles
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2006 – running. Organizer of the "CMA Seminar Series in Stochastic Analysis
and Mathematical Finance", CMA, University of Oslo.
Fall 2003. Organizers "Seminars in Stochastic Analysis", CMA, University of
Oslo.
Referee for Peer Reviewed Journals and Projects Evaluation
For journals: Applied Mathematics and Optimization, Applied Stochastic Models in
Business and Industry, Bernoulli, Discrete and Continuous Dynamical Systems,
Decisions in Economics and Finance, Electronic Journal of Differential Equations,
Finance and Stochastics, Journal of Applied Probability, Mediterranean Journal of
Mathematics, Scandinavian Actuarial Journal, South African Actuarial Journal,
Stochastic Processes and their Applications, Stochastics, Stochastics and Stochastics
Reports.
Evaluation and selection of projects: for National Science Foundation, United States,
for National Research Foundation, Republic of South Africa
External examiner of Ph.D. Thesis: University of Cape Town, University of Zimbabwe,
University of Oslo (Dept.Econ.)
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External member of commission for academic positions and postdocs: Høgskolen i
Oslo (Norway), Universitetet i Adger (Norway), Høgskolen i Stord/Haugesund
(Norway), NHH (Norway), Chalmers University of Technology (Sweden).
Editorial board
January 2012 – running. Associate Editor of Stochastics, Taylor & Francis
February 2010 - running. Associate Editor of JSAA: Stochastic Analysis and
Applications, Taylor & Francis
Editor
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Journal: (In preparation) Stochastics, Festschrift for Mark Davis. Eds. D.
Becherer, G. Di Nunno, H. Zhang, and M. Zervos.
Journal: Stochastics, 84 (2012) vol. 2-3. Special Issue: Stochastic Analysis and
Applications. Eds. S. Albeverio, G. Di Nunno, B. Øksendal, and H. Ouerdiane.
Proceedings of the Conference in Stochastic Analysis and Applications, October
12-17, 2009. Hammamet.
Book: Advanced Mathematical Methods for Finance. Series in Mathematical
Finance, Springer 2011. Eds. G. Di Nunno and B. Øksendal.
Journal: Stochastics, 81 (2009), vol 3-4: Special Issue: Stochastic Analysis. Eds.
N. El Karoui, P. Malliavin, G. Di Nunno, N. Obata, B. Øksendal, and H.
Ouerdiane. Proceedings of the Conference in Stochastic Analysis and
Applications, November 5-10, 2007. Hammamet.
Book: Stochastic Analysis and Applications. Springer, Abel Symposia Series,
2007. Eds. F.E. Benth, G. Di Nunno, T. Lindstrøm, B. Øksendal, and T. Zhang.
Conference organization
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Scientific Committee for AMAMEF 2012, Warsaw (Poland) June 10-15th, 2013
Organizer of Mini-workshop Stochastic Analysis and Applications, CMA, UiO
August 18th, 2011.
Scientific Committee for Workshop on Advanced Mathematical Methods for
Finance, September 27-30, 2010, Berlin, Germany
Organizers of Stochastics, Control and Finance in honour of Professor Mark
H.A. Davis, Imperial College London 12-14 April 2010
Organizers of Conference in Stochastic Analysis and Applications, October 1217, 2009. Hammamet (Tunisia)
Organizers of Special section within the 25th Nordic and 1st British-Nordic
congress of MathematiciansS, June 8-11, 2009, Oslo (Norway)
Organizers of 4th General Conference in Advanced Mathematical Methods for
Finance, May 4-10, 2008, Ålesund (Norway)
Organizers of 15th Workshop in Mathematics and Economics: “Financial
Risk”. 19th September 2008. Oslo (Norway)
Organizers of 14th Workshop in Mathematics and Economics “Inside and
Asymmetric Information”. 5th October 2007. Oslo (Norway)
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Organizers of the AMAMEF Workshop: Innovations in Mathematical Finance.
25 June-1 July 2007, Loen (Norway)
Organizers of 13th Workshop in Mathematics and Economics: "Risk Measures
and Stochastic Games with Applications to Finance and Economics". 29th
September 2006. Oslo (Norway)
Organizers of the Trends in Mathematics for Applications. 19-21 July 2006,
Oslo (Norway)
Scientific Committee the General Conference in Advanced Mathematical
Methods for Finance, April 25-29, 2006, Antalya (Turkey)
Organizers of 12th Workshop in Mathematics and Economics: "Mathematical
Finance and Insurance". 30th September 2005. Oslo (Norway)
Promoters and organizers of the Abel Symposium in Honour of Kyiosi Ito. 29th
July- 4th August,2005. Oslo (Norway)
Organizers of the Conference in Honour of Bernt Øksendal's 60th Birthday. 9th10th June 2005. Oslo (Norway)
Organizers of the SAMSA Conference. 29Nov-3Dec 2004, Polokwane (Rep.
South Africa)
Organizers of11th Workshop in Mathematics and Economics: "Mathematical
Finance and Copulas", 15th October 2004, Oslo (Norway)
Organizers of the "Workshop in New Techniques in Applied Stochastics". 16-18
August 2004, Helsinki (Finland)
Organizers of the "Workshop on Hypermodels in Finance", 1-5 March 2004,
Tsitsikamma (Rep. South Africa)
Organizers of 10th Workshop in Mathematics and Economics: "Risk Measures
and Utility Maximization", 3rd October 2003, Oslo (Norway)
Organizers of the "Arctic Workshop on Stochastic Analysis and Mathematical
Finance", 5-10 August 2003, Tromsø (Norway)
Public presentations and talks
More than 70 invited presentations at different audiences were held since 2000.
These include invited seminars at various institutions and talks at international
conferences. Since 2010, only invited presentations are listed hereafter:
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November 28 – December 2, 2011. Plenary talk at the SAMSA conference in
Livingstone (Zambia)
October 1-14, 2011. Plenary talk at Conference on Stochastic Analysis and
Applications. Hammamet (Tunisia)
September 12-14, 2011. Talk at Workshop on Ambit stochastics, Sanbjerg
Estate, Søndeborg (Denmark)
June 9th, 2011. Seminar at the London School of Economics (UK). Invitation
by Prof. M. Zervos.
May 23-27, 2011. Presentation at Seventh Seminar on Stochastic Analysis,
Random Fields and Applications. Ascona (Switzerland)
April 25-29, 2011. Talk at International Conference on Stochastic Partial
Differential Equations and Related Topics. Chern Institute, Tianjin (China)
February 10-11, 2011. Talk at AFMathConf2011 Brussels (Belgium)
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November 29 – December 3, 2010. Plenary talk at the SAMSA conference in
Gaborone (Botswana)
November 18-20, 2010. Talk at Workshop on Malliavin Calculus for Jump
Processes. Marne-la-Vallée (France)
October 12th, 2010. Talk at Politecnico of Milan (Italy). Invitation by Prof. C.
Sgarra
August 9-13, 2010. IMS 2010. Invited in the Special session: Portfolio
optimization. Gothenburg (Sweden).
May 20-21, 2010. Talk at the Workshop in Stochastic Analysis and Applications,
Linnæus University (Sweden)
May 4-9, 2010. Plenary talk at 5th General conference of Advanced
Mathematical Methods in Finance. Bled (Slovenia).
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