Personale docente

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

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

Education and scientific curriculum:
– Four-year Degree in Economics and Business (110/110 with honors), University of Bologna, March 2005
– PhD in “Computational Methods for Forecasting and Economic and Financial 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), February 2009

Current academic position:
– Fixed-term Researcher type b) (RTD-B) at the Department of Economics and Management – Mathematics Section “E. Levi”, University of Parma, scientific disciplinary sector STAT-04 (since October 2025).

Previous academic positions:
– Fixed-term Researcher type a) (RTD-A) at the Department of Management (DiSA), Alma Mater Studiorum – University of Bologna, sector SECS-P/09 (from 10 March 2023 to 15 September 2025).
– 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 (DMSIA) – Bergamo (5–9 June 2006).

Teaching activities in Bachelor’s and Master’s degree programmes:

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

Teaching activities in postgraduate and master’s programmes:

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

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