Anna Battauz

I graduated from the Scuola Normale Superiore in Pisa with a Ph.D. in Financial Mathematics. I also hold a degree in Mathematics from University of Udine. I joined Bocconi University right after my doctorate, and since then I have been teaching undergraduate, graduate, and Ph.D. courses in Calculus, Quantitative Finance, Derivatives Pricing, Numerical Methods for Finance, and Continuous-Time Finance.


My research interests are in Quantitative Finance. I am a research fellow at IGIER and Baffi Carefin.

Associate Professor
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I have been the Director of the MSc in Finance since 2022/23.

Research interests

My research area is quantitative finance, with a special focus on asset/derivatives pricing, asset allocation, and optimal stopping. I have published in several academic journals, including Economic Theory, Journal of Economic Dynamics and Control, Management Science, Quantitative Finance, and Review of Derivatives Research. I act as referee for a number of academic publications. 

Working papers
Battauz, Anna; De Donno, Marzia; Sbuelz Alessandro
American options with liquidation penalties
Selected Publications