Curriculum vitae et studiorum of Giorgio Ferrari - Memotef - Sapienza

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• XXXV Convegno AMASES: University of Pisa, Pisa, 15th-17th September 2011 • Sixth EBIM Doctoral Workshop on Economic Theory: Institute of Mathematical Economics IMW, Bielefeld University, 5th-7th December 2011 • XIII Workshop on Quantitative Finance: University of L’Aquila, 26th-27th January 2012 Papers presented at Conferences, Workshops and Schools • M.B. Chiarolla, G. Ferrari, F. Riedel : ‘Generalized Kuhn-Tucker Conditions for Stochastic Irreversible Investments with Limited Resources’, presented at ‘14th ASMDA International Society Conference’, Rome, June 7-10, 2011. • M.B. Chiarolla, G. Ferrari, F. Riedel : ‘Generalized Kuhn-Tucker Conditions for Stochastic Irreversible Investments with Limited Resources’, presented at ‘Workshop on Stochastic Methods in Financial Markets’, Ljubljana, August 26-27, 2011. • M.B. Chiarolla, G. Ferrari, F. Riedel : ‘Generalized Kuhn-Tucker Conditions for Stochastic Irreversible Investments with Limited Resources’, presented at ‘Fourth European Summer School in Financial Mathematics’, Zurich, September 5-9, 2011. • M.B. Chiarolla, G. Ferrari, F. Riedel : ‘Generalized Kuhn-Tucker Conditions for Stochastic Irreversible Investments with Limited Resources’, presented at ‘XXXV Convegno AMASES’, Pisa, September, 15-17 2011. • M.B. Chiarolla, G. Ferrari : ‘Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank-El Karoui Representation Theorem’, presented at ‘Sixth EBIM Doctoral Workshop on Economic Theory’, Bielefeld, December 5-7, 2011. • L. Caramellino, G. Ferrari, R. Piersimoni: ‘Power Series Representations for European Option Prices under Stochastic Volatility Models’, presented at ‘XIII Workshop on Quantitative Finance’, L’Aquila, January 26-27, 2012. Publications and Working Papers • M.B. Chiarolla, G. Ferrari : ‘Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank-El Karoui Representation Theorem’, arXiv:1108.4886, submitted to SIAM Journal on Control and Optimization, 2011. • L. Caramellino, G. Ferrari, R. Piersimoni : ‘Power Series Representations for European Option Prices under Stochastic Volatility Models’, arXiv:1105.0068v1, preprint 2011. • M.B. Chiarolla, G. Ferrari, F. Riedel : ‘Generalized Kuhn-Tucker Conditions for N-Firms Stochastic Irreversible Investment under Limited Resources’, preprint 2011. • P. Buttà, G. Ferrari, C. Marchioro : ‘Speedy Motions of a Body Immersed in an Infinitely Extended Medium’, Journal of Statistical Physics, Volume 140, Issue 6 (2010), pp. 1182-1194. • G. Ferrari, D. Dell’ Arciprete : ‘Lecture Notes on Nonlinear Waves and Solitons’ on http : //www.phys.uniroma1.it/DipW eb/web disp/d3/dispense/DegasperisF isT eo.pdf, March 2008. 4
Master Thesis students • Co-supervisor (with Prof. Lucia Caramellino) of Roberta Piersimoni, Master Thesis in Applied Mathematics: ‘Un approccio in serie di potenze per il calcolo del prezzo di opzioni europee in modelli a volatilità stocastica’, Department of Mathematics, University of Rome ‘Tor Vergata’, December 2010. Ph.D. Courses attended • ‘Probability’ by B. Liseo, Faculty of Economics, ‘La Sapienza’ University of Rome ; • ‘Statistics’ by B. Liseo, Faculty of Economics, ‘La Sapienza’ University of Rome ; • ‘Microeconomic Theory’ by L. Ventura and L. Spinesi, Faculty of Economics, ‘La Sapienza’ University of Rome ; • ‘Macroeconomic Theory’ by G. Rodano, Faculty of Engineering, ‘La Sapienza’ University of Rome ; • ‘Econometrics’ by M. Franchi, Faculty of Economics, ‘La Sapienza’ University of Rome ; • ‘Elements of Probability: Brownian Motion and Stochastic Differential Equations’ by A. Calzolari and P. Baldi, Department of Mathematics, University of Rome ‘Tor Vergata’ ; • ‘Calculus of Variations’ by R. Peirone, Department of Mathematics, University of Rome ‘Tor Vergata’ ; • ‘Mathematical Models for Financial Markets’ by L. Caramellino, Department of Mathematics, University of Rome ‘Tor Vergata’ ; • ‘Random Evolutions with Locally Independent Increments on increasing time intervals’ by V.S. Koroliuk, Institute of Mathematics, University of Kiev . Language skills Italian : Mother Tongue. English : Good knowledge, verbal and written. French : Fair knowledge, verbal and written. German : Basic knowledge, verbal and written. Computer skills Operating systems: Windows, Linux. Softwares: Microsoft Office, Open Office, LaTex. Programming Languages: C, HTML. Scientific Softwares: Origin, Mathematica, R, Gnuplot. Teaching Activities • October 2009-December 2009 : Teaching Assistant for the course ‘Mathematics I’, Prof. A. Blasi, Faculty of Economics, ‘La Sapienza’ University of Rome. • October 2011-December 2011 : Teaching Assistant for the course ‘Mathematics I’, Prof. A. Blasi, Faculty of Economics, ‘La Sapienza’ University of Rome. • October 2011-December 2011 : Teaching Assistant for the course ‘Stochastic Processes with Financial Applications’, Prof. M. Scarsini, Faculty of Economics, University of Rome ‘Luiss Guido Carli’. Personal Interests Archeology, Classical Literature, History, Music, Art, Food, Wine, Nature and Wildlife. 5
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Curriculum vitae et studiorum of Giorgio Ferrari - Memotef - Sapienza

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