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Welcome!


I am currently Associate Professor of Mathematical Methods for Economics, Finance and Actuarial Sciences (S.S.D. SECS-S/06) at the Department of Mathematics and Computer Science, University of Perugia.

My research interests are in the area of valuation and hedging of of insurance and financial derivatives in incomplete markets under full and partial information, modeling and analysis of Bitcoin system, backward stochastic differential equations and financial applications, expected utility maximization problems and optimal reinsurance strategies in incomplete markets, credit risk modeling, Stochastic control problems with applications in Finance.

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Contact information

Department of Mathematics and Computer Science,
University of Perugia
Via Luigi Vanvitelli, 1
 06123 Perugia (Italy)

mail to me Please contact me at: alessandra.cretarola<at>unipg<dot>it