Anna Battauz
Finance
Biography
Anna Battauz is an Associate Professor at Università Bocconi teaching undergraduate, graduate, and Ph.D. courses in Calculus, Quantitative Finance, Derivatives Pricing, Numerical Methods for Finance, and Continuous-Time Finance. She has been the Director of the MSc in Finance since 2022.
Her research interests are in Quantitative Finance, with a special focus on asset/derivatives pricing, asset allocation, and optimal stopping. She has published in several academic journals, including Economic Theory, Journal of Economic Dynamics and Control, Management Science, Quantitative Finance, and Review of Derivatives Research. She acts as referee for a number of academic publications and is a research fellow at IGIER (Innocenzo Gasparini Institute for Economic Research) and Baffi Carefin.
She graduated from the Scuola Normale Superiore in Pisa with a Ph.D. in Financial Mathematics. She also holds a Degree in Mathematics from the University of Udine. She joined Bocconi University right after her doctorate.
Latest publications
American options with acceleration clauses
Decisions in Economics and Finance, 2024
On the exercise of American quanto options
The North American Journal of Economics and Finance, 2022, vol.62, pp.101738
American options and stochastic interest rates
Computational Management Science, 2022, vol.19, pp.567–604
Optimal exercise of American put options near maturity: A new economic perspective
Review of Derivatives Research, 2022, vol.25, pp.23-46
Earnouts: The real value of disagreement in mergers and acquisitions*
European Financial Management, 2021, vol.27, no. 5, pp.981-1024
Non-myopic portfolio choice with unpredictable returns: The jump-to-default case
European Financial Management, 2018, vol.24, no. 2, pp.192-208
Grants & Honors
Teaching Execellence Award - Università Commerciale Luigi Bocconi
, 2018
Research Execellence Award - Università Commerciale Luigi Bocconi
, 2014
Research Execellence Award - Università Commerciale Luigi Bocconi
, 2004