- Dipartimento di Impresa e Management
-M.Sc. in Mathematics, University of Rome “La Sapienza”
-Ph.D. in Mathematics, University of Rome “La Sapienza”
-Educational studies in Mathematics, Probability and Statistics
Present Academic Appointments:
-2007 to date , Full Professor of Mathematics for Economics and Finance, School of Economics, University of Rome-Tor Vergata
Derivative pricing, Credit risk, Montecarlo simulation, Investments and portfolio selection, Game theory
Further Academic Activities (past & present):
-Referee for international journals in the fields of Mathematical Finance, Probability, Stochastic Processes, Insurance
-Co-organizer of workshops on Quantitative Finance and speaker in international conferences on Applied Probability , Game theory , Mathematical Finance, Stochastic Processes.
Professional Activities: Consulting on Project-Financing topics
Pubblicazioni principali (ultimi 10 anni)
On the following international journals:
Games and Economic Behaviour, Mathematical Social Sciences, Finance & Stochastics, Review of Derivatives Research , Decisions in Economics & Finance, Journal of Mathematical Finance, International Journal of Risk Assessment and Management, Annals of Applied Probability, SIAM Journal on Applied Mathematics , Journal of Functional Analysis, Journal of Operator Theory, Advances in Applied Probability, Acta Applicandae Mathematicae, Journal of Statistical Physics.