Giulia Di Nunno (born 1973) is an Italian mathematician specializing in

stochastic analysis Stochastic calculus is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes. This field was created an ...

and

financial mathematics Mathematical finance, also known as quantitative finance and financial mathematics, is a field of applied mathematics, concerned with mathematical modeling of financial markets. In general, there exist two separate branches of finance that require ...

who works as a professor of mathematics at the

University of Oslo The University of Oslo ( no, Universitetet i Oslo; la, Universitas Osloensis) is a public research university located in Oslo, Norway. It is the highest ranked and oldest university in Norway. It is consistently ranked among the top universit ...

, with an adjunct appointment at the

Norwegian School of Economics The Norwegian School of Economics ( no, Norges Handelshøyskole) or NHH is a business school situated in Bergen, Norway. It was founded in 1936 as Norway's first business school and is a leading teaching and research institution in the fields of ...

. As well as for her research, Di Nunno is known for promoting mathematics in Africa.

Education and career

Di Nunno earned a degree in mathematics from the

University of Milan The University of Milan ( it, Università degli Studi di Milano; la, Universitas Studiorum Mediolanensis), known colloquially as UniMi or Statale, is a public research university in Milan, Italy. It is one of the largest universities in Europe ...

in 1998, including research on stochastic functions with Yurii Rozanov. She moved to the

University of Pavia The University of Pavia ( it, Università degli Studi di Pavia, UNIPV or ''Università di Pavia''; la, Alma Ticinensis Universitas) is a university located in Pavia, Lombardy, Italy. There was evidence of teaching as early as 1361, making it one ...

for doctoral studies, continuing with Rozanov as an informal mentor but under the official supervision of Eugenio Regazzini. She completed her Ph.D. in 2003; her dissertation was ''On stochastic differentiation with applications to minimal variance hedging''. She joined the

in 2003, and added her affiliation with the

in 2009.

Activism

Di Nunno is the chair of the

European Mathematical Society The European Mathematical Society (EMS) is a European organization dedicated to the development of mathematics in Europe. Its members are different mathematical societies in Europe, academic institutions and individual mathematicians. The current ...

's Committee for Developing Countries, and has worked to promote young researchers to visit Africa and to establish "Emerging Regional Centres of Excellence" there. The

International Council for Industrial and Applied Mathematics The International Council for Industrial and Applied Mathematics (ICIAM) is an organisation for professional applied mathematics societies and related organisations. The current (2020) President is Ya-xiang Yuan. History Until 1999 the Council was ...

gave her their 2019 Su Buchin Prize for this work, citing her "long-lasting record actively and efficiently encouraging top-level mathematical research and education in developing African countries".

Books

With Bernt Karsten Øksendal and Frank Proske, Di Nunno is a co-author of the book ''Malliavin calculus for Lévy processes with applications to finance'' (Springer, 2009). She also co-edited ''Advanced Mathematical Methods for Finance'' (Springer, 1011) with Øksendal.

References

External links

Home page
* {{DEFAULTSORT:Di Nunno, Giulia 1973 births Living people Italian mathematicians Norwegian mathematicians Women mathematicians University of Milan alumni University of Pavia alumni Academic staff of the University of Oslo