Personale docente

Address:
Department of Economics and Management – Section of Mathematics “E. Levi”
University of Parma
Via J.F. Kennedy, 6
43125 Parma (Italy)

Email: gianluca.tassinari@unipr.it
Institutional homepage: https://personale.unipr.it/it/ugovdocenti/person/280521

Education and scientific background:

– Four-year Degree in Economics and Commerce (110/110 cum laude), University of Bologna.
– PhD in “Computational Methods for Economic and Financial Forecasting and Decisions”,  Department of Mathematics, Statistics, Computer Science and Applications, University of Bergamo (Second year of the PhD carried out at the Swiss Finance Institute in Lugano).

Current academic position:

– Tenure-track Assistant Professor, type b) (RTD-B), at the Department of Economics and Business Sciences – Section of Mathematics “E. Levi”, University of Parma, scientific-disciplinary sector STAT-04 (from October 2025).

Previous academic positions:

– Fixed-term Researcher, type a) (RTD-A), at the Department of Business Sciences (DiSA), Alma Mater Studiorum – University of Bologna, sector SECS-P/09 (from 10 March 2023 to 15 September 2025).
– Postdoctoral Research Fellow at the Department of Mathematics for Economic and Social Sciences (MATEMATES) – Bologna, and subsequently at the Department of Mathematics – Bologna (from 19 March 2012 to 19 March 2014).

Other schools attended:

– Summer School “Fourier Methods in Finance and Lévy Processes”, Department of Mathematics for Economic and Social Sciences (MATEMATES) – Bologna (30 June – 4 July 2008).
– INTAS Summer School “Nonlinear Analysis with Applications in Economics, Energy and Transportation”, Department of Mathematics, Statistics, Computer Science and Applications – Bergamo (5–9 June 2006).

University teaching activityTeaching in bachelor and master programmes:

(All course codes, programme names and Italian titles are kept as is, as requested.)

SECS-P/09, A.Y. 2024/25, Corporate Finance, BSc in Informatics for Management, Bologna
SECS-P/09, A.Y. 2024/25, Corporate Finance (mod 1), BSc in Business Administration, Bologna
SECS-S/06, A.Y. 2023/24, Mathematics (mod 2), BSc in Business and Economics, Bologna
SECS-S/06, A.Y. 2023/24, Mathematics (mod 1), BSc in Business and Economics, Bologna
SECS-P/09, A.Y. 2023/24, Corporate Finance (mod 1), BSc in Business Administration, Bologna
SECS-S/06, A.Y. 2022/23, Mathematics (mod 2), BSc in Business and Economics, Bologna
SECS-S/06, A.Y. 2022/23, Mathematics (mod 1), BSc in Business and Economics, Bologna
SECS-S/06, A.Y. 2022/23, Mathematics, BSc in Economics and Commerce – international curriculum in Management, Forlì
SECS-P/09, A.Y. 2022/23, Corporate Finance (mod 1), BSc in Management and Marketing – curriculum in Business Management and Innovation, Bologna
SECS-S/06, A.Y. 2021/22, Quantitative Methods, MSc in Economics and Commerce, Forlì
SECS-S/06, A.Y. 2021/22, General Mathematics, BSc in Management and Marketing, Bologna
SECS-S/06, A.Y. 2021/22, Mathematics, BSc in Business and Economics, Bologna
SECS-S/06, A.Y. 2020/21, Financial Mathematics (mod 2), BSc in Economics and Finance, Bologna
SECS-P/05, A.Y. 2020/21, Econometrics of Financial Markets (mod 2), BSc in Finance, Insurance and Business, Rimini
SECS-P/05, A.Y. 2020/21, Risk Econometrics, MSc in Statistical, Financial and Actuarial Sciences, Rimini
SECS-S/06, A.Y. 2020/21, Calculus and Linear Algebra (mod 2), BSc in Economics and Finance, Bologna
SECS-S/06, A.Y. 2020/21, Calculus and Linear Algebra (mod 1), BSc in Economics and Finance, Bologna
SECS-S/06, A.Y. 2020/21, General Mathematics, BSc in Management and Marketing, Bologna
SECS-S/06, A.Y. 2020/21, Mathematics, BSc in Business and Economics, Bologna
SECS-S/06, A.Y. 2020/21, Mathematics, BSc in Economics and Commerce – international curriculum in Management, Forlì
SECS-P/05, A.Y. 2019/20, Econometrics of Financial Markets (mod 2), BSc in Finance, Insurance and Business, Rimini
SECS-P/05, A.Y. 2019/20, Risk Econometrics, MSc in Statistical, Financial and Actuarial Sciences, Rimini
SECS-S/06, A.Y. 2019/20, Mathematics, BSc in Business and Economics, Bologna
SECS-P/11, A.Y. 2019/20, Introduction to Finance, BSc in Economics and Commerce – international curriculum in Management, Forlì
SECS-S/06, A.Y. 2019/20, Financial Mathematics, BSc in Economics and Finance, Bologna
SECS-S/06, A.Y. 2019/20, Models for Financial Valuations, BSc in Economics and Commerce – Economics and Commerce curriculum, Forlì
SECS-S/06, A.Y. 2019/20, Models for Financial Valuations, BSc in Economics and Management, Forlì
SECS-P/05, A.Y. 2018/19, Crash Course in Quantitative Methods, MSc in Economics and Management – Food System Management, Forlì
SECS-P/05, A.Y. 2018/19, Crash Course in Econometrics, MSc in Resource Economics and Sustainable Development, Rimini
SECS-S/06, A.Y. 2018/19, Crash Course in Mathematics, MSc in Resource Economics and Sustainable Development, Rimini
SECS-P/11, A.Y. 2018/19, Introduction to Finance, BSc in Economics and Commerce – international curriculum in Management, Forlì
SECS-P/05, A.Y. 2018/19, Econometrics of Financial Markets (mod 2), Rimini
SECS-P/05, A.Y. 2018/19, Risk Econometrics, MSc in Statistical, Financial and Actuarial Sciences, Rimini
SECS-P/05, A.Y. 2017/18, Crash Course in Quantitative Methods, MSc in Economics and Management – Food System Management, Forlì
SECS-P/05, A.Y. 2017/18, Crash Course in Econometrics, MSc in Resource Economics and Sustainable Development, Rimini
SECS-S/06, A.Y. 2017/18, Crash Course in Mathematics, MSc in Resource Economics and Sustainable Development, Rimini
SECS-P/11, A.Y. 2017/18, Introduction to Finance (mod 1), BSc in Economics and Commerce – international curriculum in Management, Forlì
SECS-S/06, A.Y. 2017/18, Models for Financial Valuations, BSc in Economics and Commerce, Forlì
SECS-S/06, A.Y. 2017/18, Models for Financial Valuations, BSc in Economics and Management, Forlì
SECS-P/05, A.Y. 2016/17, Crash Course in Quantitative Methods, MSc in Economics and Management – Food System Management, Forlì
SECS-S/06, A.Y. 2016/17, Crash Course in Mathematics, MSc in Resource Economics and Sustainable Development, Rimini
SECS-S/06, A.Y. 2016/17, General Mathematics (mod 2), BSc in Economics and Commerce, Forlì
SECS-S/06, A.Y. 2016/17, General Mathematics, BSc in Economics and Commerce – Economics and Management curriculum, Forlì
SECS-P/11, A.Y. 2016/17, Introduction to Finance, BSc in Economics and Commerce – international Management curriculum, Forlì
SECS-P/01, A.Y. 2016/17, Financial Economics (mod 2), BSc in Tourism Economics, Rimini
SECS-P/05, A.Y. 2015/16, Econometrics of Financial Markets, MSc in Quantitative Finance, Bologna
SECS-P/05, A.Y. 2015/16, Risk Econometrics, MSc in Statistical, Financial and Actuarial Sciences, Rimini
SECS-S/06, A.Y. 2014/15, Advanced Methods of Risk Management (mod 1), MSc in Quantitative Finance, Bologna
SECS-S/06, A.Y. 2014/15, Advanced Mathematical Finance – Credit Derivatives, MSc in Quantitative Finance, Bologna
SECS-S/06, A.Y. 2013/14, Propedeutic Course in Mathematics (mod 2), MSc in Economics and Economic Policy, Bologna
SECS-S/06, A.Y. 2012/13, Propedeutic Course in Mathematics (mod 2), MSc in Economics and Economic Policy, Bologna
SECS-S/06, A.Y. 2012/13, Financial Mathematics (mod 2), BSc in Economics and Commerce, Forlì
SECS-S/06, A.Y. 2011/12, Mathematics for Economists, MSc in Economics and Economic Policy, Bologna
SECS-S/06, A.Y. 2011/12, Financial Mathematics, BSc in Business Economics, Rimini
SECS-S/06, A.Y. 2011/12, Financial Mathematics I and II, BSc in Economics and Commerce, Forlì
SECS-S/06, A.Y. 2010/11, Financial Mathematics I and II, BSc in Economics and Commerce, Forlì

Teaching in postgraduate programmes and master courses:

2024/25, Financial Risk Measurement, Advanced Training Course in Mathematical Finance, Department of Mathematics, Bologna
2023/24, Financial Risk Measurement, Advanced Training Course in Mathematical Finance, Department of Mathematics, Bologna
2022/23, Financial Risk Measurement, Advanced Training Course in Mathematical Finance, Bologna
2021/22, Financial Risk Measurement, Advanced Training Course in Mathematical Finance, Bologna
2021/21, Credit Risk I, Second-level Master in Quantitative Risk Management, “Paolo Fortunati” Statistical Sciences, Bologna
2021/21, Market Risk II, Second-level Master in Quantitative Risk Management, “Paolo Fortunati” Statistical Sciences
2019/20, Credit Risk I, Second-level Master in Quantitative Risk Management, Bologna
2019/20, Market Risk II, Second-level Master in Quantitative Risk Management
2018/19, Credit Risk I, Second-level Master in Quantitative Risk Management
2018/19, Market Risk II, Second-level Master in Quantitative Risk Management
2017/18, Credit Risk I, Second-level Master in Quantitative Risk Management
2017/18, Market Risk II, Second-level Master in Quantitative Risk Management
2016/17, Credit Risk I, Second-level Master in Quantitative Risk Management
2016/17, Market Risk II, Second-level Master in Quantitative Risk Management
2011/12, Crash Course: Stochastic Time Change and Multivariate Lévy Processes, Advanced Training Course in Mathematical Finance, Bologna
2010/11, Crash Course: Stochastic Time Change and Multivariate Lévy Processes, Advanced Training Course in Mathematical Finance, Bologna

Refereeing activity

– Referee for international journals such as Journal of Futures Markets, Annals of Operations Research, Journal of International Financial Markets, Institutions & Money.