Courses a.y. 2020/2021
30062 MATEMATICA - MODULO 1 (GENERALE) / MATHEMATICS - MODULE 1 (GENERAL)
30063 MATEMATICA - MODULO 2 (APPLICATA) / MATHEMATICS - MODULE 2 (APPLIED)
30122 PRECORSO DI MATEMATICA / MATHEMATICS - PREPARATORY COURSE
Lecturer at Oxford University (2012). Ph. D. in Mathematical Methods for Economics, Business, Finance and Insurance from the LUISS Guido Carli University (2011). Master in Mathematics and Computer Sciences (Optimization, Modelization and Calculus) from University Paris XIII, Galileo Institute (2008). Visiting Fellow in the Research Unit of Quantitative and qualitative methods in finance and economics from Italian National Research Council, Institute for Applied Calculus (2007). Master of Advanced Studies in Computational Finance and Risk Management from University of Modena and Reggio Emilia (2006). Master's Degree in Mathematics from University of Bologna (2005).
Post-Doctoral Research Fellow, Department of Finance, since 2012.
Optimal Control in Finite and Infinite Dimension , Applications of optimal control to Finance and Economics, Term Structure Dynamics.
"Dynamic Programming for Optimal Control Problems with Delays in
the Control Variable" (with S. Federico), SIAM, Journal on Control and Optimization, Vol. 52, No. 2, pp. 1203-1236, (2014).
"A Parametric Study of the Term Structure Dynamics" (with M. Bernaschi and D. Vergni), Physica A: Statistical Mechanics and its Applications, Vol. 387, Issue 5: pp 1264-1272, (2008).