Mathematical Models for Geopolitical and Cyber Risks

id="offer-description" class="ecl-u-type-heading-2 ecl-u-mt-none ecl-u-mb-l">Offer Description The project defines a unified quantitative framework for the stochastic modeling, financial valuation, and mitigation of emerging risks (geopolitical and cyber). International crisis impacts are formalized using econometric indices (text-mining and new robust indicators) and jump processes, distinguishing between geopolitical threats and events. This framework integrates cyber risk via stochastic processes capturing potential interdependence and cross-contagion between physical and digital domains, aiming at the fair pricing of parametric hedges in incomplete markets and dynamic mitigation via stochastic control. The research activity is structured into two macro-phases: 1) literature review and mathematical modeling for geopolitical and cyber risks; 2) valuation of parametric contracts and application of optimal stochastic control (also under partial information). Where to apply Website https://trasparenza.uniroma1.it/page/5/details/37185/bando-incarico-di-ricerca-… . Requirements. Additional Information . Eligibility criteria. Eligible destination country/ies for fellows: . Italy. Eligibility of fellows: country/ies of residence: . EUROPE. Eligibility of fellows: nationality/ies: . EUROPE. Website for additional job details https://trasparenza.uniroma1.it/page/5/details/37185/bando-incarico-di-ricerca-…. <h2