Aarhus Universitets segl

Elisa Nicolato

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Elisa Nicolato CV

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Profil

Elisa Nicolato is an Associate Professor at the Department of Economics and Business Economics, Aarhus University. She is a research fellow at the Danish Finance Institute (DFI) and the Center for Research in Energy: Economics and Markets (CoRE). She holds a PhD in Mathematics from University of Padua. 

Forskning

Elisa' research interests include option pricing, term structure of interest, efficient approximation methods and modelling for energy markets. She is particularly interested in developing tractable stochastic volatility models in finite and infinite dimension for option pricing. Recent work has focused to finding accurate and efficient approximations to enable  fast calibration of complex pricing models. 

 

 

Uddannelse

Elisa has taught courses at both undergraduate and graduate level covering  fixed income, derivatives pricing, mathematical finance, and financial engineering.

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