• Homepage of Matteo Burzoni at the University of Milan

Workshop

NEW: On 5-6 May 2022 we host the workshop Stochastic Games and Martingale Optimal Transport. The program is now published on the website here.

Recent Publications

  • MFG with absorption and common noise with a model of bank run

    available at Arxiv PDF

  • Adjusted Expected Shortfall

    Journal of Banking and Finance 134 106297, 2022 PDF

  • Robust market-adjusted systemic risk measures

    SIAM Journal of Financial Mathematics 12(3), SC70–SC82, 2021 PDF

Current Teaching

  • Matematica Linea AL

    Corso di Laurea Triennale in Biotecnologia (Classe L2)