LUISS

Info docente

 

 

 

 

 

 

 

 

Education:

-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

Research Topics:

Derivative pricing, Credit risk, Montecarlo simulation, Investments and portfolio selection, Game theory

Scientific Publications:

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.

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

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