Francesco Caravenna

Professor of Mathematics (Probability and Statistics)

Department of Mathematics and Applications
University of Milano-Bicocca
Via Cozzi 55
20125 Milano - Italy

Office: 3062, U5 building (3rd floor)
Phone: +39 02 6448 5752 

E-mail: francesco.caravenna at unimib.it

Research Interests

Probability Theory and its applications, in particular:

  • Statistical Mechanics (disordered systems, random polymers)
  • Random Walks (asymptotic properties, renewal theory, fluctuation theory)
  • Mathematical Finance (stochastic volatility models, implied volatility)

See my publications page (with papers, preprints and slides)

Teaching

See my teaching page (mainly in Italian)

Some files I wrote:

Other Links


A photo of me - by Noemi Kurt