Since July 2021, I am Assistant Professor in the Department of Industrial and Engineering & Operations Research (IEOR) at UC Berkeley.
e-mail: mastrolia(AT)berkeley(DOT)edu

 

 

 

Research Interests:

• Stochastics: stochastic analysis, stochastic control, Backward Stochastic Differential Equations, volatility uncertainty;
• Financial engineering: auction market design, mathematical finance, financial regulation, dark pools;
• Game theory: principal-agent problems, contract theory, mean field games and applications to energy markets;
• Cyber risk management