Claudio Fontana is a Senior Lecturer at the University of Padova (Italy), after having been an Assistant Professor at Paris Diderot University (2014–2018).
He holds a Master of Advanced Studies in Finance (University of Zurich – ETH Zurich) and a PhD in Mathematics (University of Padova).
He was awarded the “Bruno de Finetti” prize by the Accademia Nazionale dei Lincei (Rome, 2008), the AMASES award for the best paper in mathematical finance (2010), the “Nicola Bruti Liberati” fellowship (UTS Sydney, 2016) and the Europlace prize for the Best Paper in Finance (Paris, 2017).
He has worked as a post-doctoral researcher at the University of Évry Val d’Essonne and at INRIA Paris-Rocquencourt.
His main research interests are in the fields of credit risk and interest rate modeling, portfolio optimization, arbitrage theory and enlargement of filtrations.
His research work has been published in international journals in probability and finance, including Finance and Stochastics, Mathematical Finance, and Stochastic Processes and their Applications.
His research has been supported by CNRS, the Europlace Institute of Finance and a prestigious Marie Curie fellowship.
Together with Emilio Barucci, he is the author of the second edition of the monograph Financial Markets Theory (Springer Finance, 2017).
