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Thibaut Mastrolia

Assistant Professor, University of California Berkeley

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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

 

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