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: mathematical finance, financial regulation and market design, dark pools, auctions;
- Game theory: principal-agent problems, contract theory, mean field games and applications to energy markets;
- Cyber risk management