معرفی
Elisa Alòs is an Associate Professor in the Department of Economics and Business at Universitat Pompeu Fabra (Barcelona). She holds a Ph.D. in Mathematics from the University of Barcelona (1998), focusing on Malliavin Calculus applied to stochastic integral equations. Her research integrates stochastic analysis, particularly Malliavin calculus and fractional processes, into mathematical finance. She has expanded into stochastic epidemiological modeling and biological systems' fractal properties. Alòs serves as an Associate Editor for SIAM Journal on Financial Mathematics, Stochastic Analysis and Applications, Stochastic Processes and their Applications, and Mathematics.
Her work emphasizes applications of stochastic calculus to financial volatility modeling, including fractional Brownian motion and rough volatility frameworks. She co-authored Malliavin Calculus in Finance: Theory and Practice (2021) and Introduction to Financial Derivatives with Python (2022), bridging theory with computational practice. Her research locations include the Jaume I Building (Ciutadella Campus), Ramon Trias Fargas, 25-27, Barcelona.
Alòs’ recent studies include volatility derivatives pricing, CVA in fractional models, and pandemic modeling via fractional calculus. Her contributions span academic journals, textbooks, and editorial roles, reflecting her expertise in stochastic finance and interdisciplinary applications.
