Laura BallottaSenior Lecturer in Financial Mathematics at Cass Business School (QM Advisory Board Member only)
Laura's research interests are in the areas of Mathematical Finance, Risk Management, and Financial Engineering, with particular focus on problems of practical relevance in current financial markets conditions, such as Counterparty Credit Risk (CCR) valuation and collateral design, and development of realistic models for the dynamics of the relevant risk drivers which also recognize the interdependence in place between them. Laura Ballotta obtained her PhD in Mathematical and Computational Methods for Economics and Finance from the Università degli Studi di Bergamo (Italy). She has previously held positions at Università Cattolica del Sacro Cuore, Piacenza (Italy), and Department of Actuarial Science and Statistics, City University London (UK). Laura graduated with a BSc in Economics from Università Cattolica del Sacro Cuore, Piacenza (Italy), and a MSc in Financial Mathematics from the University of Edinburgh - jointly awarded with Heriot-Watt University (UK).