Homepage of Milo Grillo

About Me

I am a PhD student at Humboldt University under professor Ulrich Horst and Peter Friz, working on Mean Field Games and Rough Path Theory and more.

(Academic) Interests

You can always get in touch to discuss or collaborate on any of these topics.

  • Briscola Chiamata: The best card game in existence.
  • Mathematics: Mean Field Games, Rough Paths, Financial Mathematics
  • Tetris, Tetris99
  • Finance: HFT, Market Making, Macroeconomics
  • Photography
  • Baking: Bread, Viennoiseries, Pizza
  • Linguistics: unusual grammar, interesting (foreign) proverbs
  • Paradoxes: Zen Koans, non-binary logic systems
  • Sports: Calisthenics, Cycling
  • Painting: in particular Oil Painting à la Bob Ross

Short CV

  • PhD Student Humboldt University since 01.08.2021
  • MSc of Mathematics student at ETH Zurich from 01.09.2019 to 14.03.2021
  • BSc of Applied Mathematics and BSc of Applied Physics student at TU Eindhoven from 01.09.2016 to 31.08.2019

Future Events

  • Presenting at the SIAG/FME virtual seminar, as the final round for the SIAG/FME Code Quest 2023 DeFi challenge. [read more]

Past Events

  • 6th Berlin Workshop for Young Researchers in Mathematical Finance. Date: 23.08.2021 [read more]