Andrea Pascucci

Full Professor of Probability and Statistics, University of Bologna

Andrea Pascucci is Professor of Probability and Statistics at the University of Bologna. His research concerns stochastic analysis for diffusion and jump processes, PDEs, stochastic filtering and applications to quantitative finance. He authored 8 books and over 80 papers on Kolmogorov-Fokker-Planck and McKean-Vlasov equations, transition densities of multidimensional processes, free boundary and optimal stopping problems, and volatility modelling. He has been invited speaker at more than 50 international conferences and directs the postgraduate programme in Mathematical Finance at Bologna.