• Curriculum Vitae
  • Teaching
  • Appointments
  • Research

Education
1997 Laurea in Mathematics, Università di Pisa
2002 PhD in Mathematics (indirizzo Scienze Finanziarie e Assicurative), Scuola Normale Superiore di Pisa

Academic Positions
current Associate Professor in Financial Mathematics (SSD SECS/06), Università di Parma
2006-2012 Assistant Professor (Financial Mathematics), Università Bocconi
2002-2006 Assistant Professor (Probability theory), Università di Pisa
2001-2002 Post-Doc in Probability Theory, Università di Bologna

Working experience
1999-2000 Stage at Banca Unicredito, Milan

Visiting Positions
Stockholm School of Economics
Università di Barcellona
Ecole Polytechique, Palaiseau
ETH, Zurigo

Research interests
Probability theory, applied mathematics, financial mathematics, economic theory.

Seminars
Bachelier Seminar, Institut Henri Poincare, Università Bocconi, Università di Firenze Università di Barcellona, International Symposium on Stochastic Processes and Applications to Mathematical Finance, Ritsumeikan University, Ecole Polytechique, Palaiseau, Università di Torino.

Teaching

Probability and Statistics, Stochastic calculus, Financial Mathematics, Asset Pricing.

Referee
European Journal of Operation Research, Finance and Stochastics,International Journal of Applied and Theoretical Finance, Journal of Applied Probability, Management Science, Mathematical Finance, Siam Journal in Financial Mathematics.

Other activities.
Member of the Faculty of the PhD in Statistics at Universita' Bocconi, Milan.
Member of the AMASES.
Member of the Local Committee of the XVI Workshop on Quantitative Finance, held in Parma, January 29-30, 2015.
Member of the “Commissione Terza Missione SUA” of the Department of Economics, University of Parma.
Member of the “Giunta” of the Department of Economics, University of Parma.
Ex- Member of the ELEUSI research center, Universita' Bocconi.
Ex-Member of the Econometric Society.

Completion accademic year: 2019/2020

Completion accademic year: 2018/2019

Completion accademic year: 2017/2018

Completion accademic year: 2016/2017

Completion accademic year: 2015/2016

Completion accademic year: 2014/2015

Completion accademic year: 2013/2014

Professor/Teacher

Ultime pubblicazioni:

news

Ricevimento prossima settimana

Nella settimana 9-13 dicembre il ricevimento si svolgera' su appuntamento. 

Contacts

Phone number
032481