IMMACULATE OLIVA

Immaculate Oliva is an Associate Professor at the Department of Methods and Models for Economy, Territory and Finance within Sapienza University of Rome's Faculty of Economics. She teaches Quantitative Finance, Methods and Models for Finance, and Financial Mathematics courses for undergraduate and graduate programs in Finance and Economics. Her office hours are held weekly on Mondays from 14:30 to 16:30, available both in-person and remotely via scheduled appointments.

Her research specializes in mathematical finance with focus areas including:

• Optimal portfolio allocation in continuous-time models
• Derivative valuation and structured products design
• Counterparty credit risk management frameworks
• Portfolio insurance strategies (CPPI/TIPP)
• Stochastic processes with jumps and co-jumps
• Actuarial solutions for longevity risk

Recent publications (2020-2025) demonstrate strong focus on portfolio insurance mechanisms, derivatives pricing under jump diffusion models, counterparty risk quantification, and computational methods for financial equations. Her work frequently combines theoretical rigor with practical applications in energy markets, pension systems, and cryptocurrency trading.

She coordinates research projects including:

• Facing emerging risks: an actuarial perspective
• Actuarial and financial risk management solutions in a pandemic mortality framework

and supervises thesis students through structured guidance documented in her Vademecum.