Martina NARDON
- Qualifica
- Ricercatrice Universitaria
- Incarichi
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Componente della Commissione Lauree di Area Economica
- Telefono
- 041 234 7413 / 041 234 6664
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mnardon@unive.it
- SSD
- Metodi matematici dell'economia e delle scienze attuariali e finanziarie [STAT-04/A]
- Sito web
-
www.unive.it/persone/mnardon (scheda personale)
- Struttura
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Dipartimento di Economia
Sito web struttura: https://www.unive.it/dip.economia
Sede: San Giobbe
EDUCATION
2002 Ph.D. in Mathematics for Economic Decisions, University of Trieste, Italy.
1998 Laurea degree in Economics (Economia e Commercio), Ca’ Foscari University of Venice, Italy.
ACADEMIC CAREER AND OTHER PROFESSIONAL EXPERIENCES
Since January 2011, Assistant Professor of Mathematical Methods for Economics, and Actuarial and Financial Sciences, Department of Economics, Ca' Foscari University of Venice.
January 2004 to December 2010, Assistant Professor of Mathematical Methods for Economics, and Actuarial and Financial Sciences, Department of Applied Mathematics, Ca' Foscari University of Venice.
Since 2008, Adjunct Professor, Ca' Foscari University of Venice.
September to December 2003, Post-Doctoral position on "Credit Risk and Credit Derivatives", Department of Applied Mathematics, Ca' Foscari University of Venice.
November 2000 to November 2002, Post-Doctoral position on "Numerical Methods in Finance", Department of Applied Mathematics, Ca' Foscari University of Venice.
VISITING
May to July 2009, visiting fellow at CASL, Complex and Adaptive Systems Laboratory, University College Dublin, Ireland, supported by SSAV (Fondazione Scuola Studi Avanzati in Venezia).
RESEARCH INTERESTS
Option pricing, American options, numerical methods in finance, Monte Carlo simulation, stochastic processes, credit risk.
SELECTED CONFERENCE PRESENTATIONS
XIII Iberian - Italian Congress of Financial and Actuarial Mathematics, Cividale del Friuli (Udine), July 2012.
International Conference MAF2012, Mathematical and Statistical Methods for Actuarial Sciences and Finance, Venice, April 2012.
49th EWGFM Meeting, Euro Working Group on Financial Modeling, Helsinki, November 2011.
International Conference MAF2010, Mathematical and Statistical Methods for Actuarial Sciences and Finance, Ravello, April 2010.
Quantitative Methods in Finance Conference, QMF 2009, Sydney, Australia, December 2009.
XXXIII Convegno AMASES, Parma, September 2009.
CASL, Complex and Adaptive Systems Laboratory, University College Dublin, Ireland, June 2009 (as invited talk).
Credit Conference 2008, Liquidity and Credit Risk, Venice, September 2008 (as discussant).
International Conference on Numerical Methods in Finance, Udine, June 2008.
International Conference MAF2008, Mathematical and Statistical Methods for Actuarial Sciences and Finance, Venice, March 2008.
Quantitative Methods in Finance Conference, QMF 2007, Sydney, Australia, December 2007.
Credit Conference 2007, Credit Ratings, Venice, September 2007 (as discussant).
International Conference MAF 2006, Mathematical and Statistical Methods for Actuarial Sciences and Finance, Salerno, October 2006.
XXX Convegno AMASES, Trieste, September 2006.
XXIX Convegno AMASES, Palermo, September 2005.
International Summer School in Risk Measurement and Control, Rome, June 2005.
36th EWGFM Meeting, Euro Working Group on Financial Modeling, Brescia, May 2005.
Workshop Didattico di Finanza Quantitativa, Dipartimento di Matematica Applicata,
Venice, June 2004.
AD HOC REFEREEING
European Journal of Operational Research, Decisions in Economics and Finance, Mathematical Methods in Economics and Finance, Computational Statistics and Data Analysis, Computational Methods for Financial Engineering.
LANGUAGES: Italian (mother tongue), English, German, French, Portuguese, Spanish.
SCIENTIFIC AFFILIATION: AMASES, Italian Association for Mathematics Applied to Social and Economic Sciences
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