Dr Ofelia Bonesini

Dr Ofelia Bonesini

Assistant Professor

Department of Mathematics

Room No
COL.4.05
Office Hours
See office hours page of this site
Connect with me

Languages
English
Key Expertise
Game theory, stochastic analysis, and their applications in finance

About me

I joined the Department of Mathematics at the London School of Economics (LSE) as an Assistant Professor in September 2024.

I completed my Ph.D. in Applied Mathematics at the University of Padova in 2022, under the joint supervision of Prof. Markus Fischer and Prof. Giorgia Callegaro. My doctoral research focused on mean field and McKean-Vlasov games, as well as volatility modeling in financial markets. Since November 2024, I have been working as a Research Associate under the supervision of Prof. Antoine Jacquier at Imperial College London, where I have further explored volatility models, stochastic Volterra equations, and related processes, as well as signature-based methods.

My research aims to deepen the understanding of the intricate intersections between game theory, stochastic analysis, and their applications in finance.

Expertise Details

Game theory; stochastic analysis; and their applications in finance