Personal Information
Born in Perugia (Italy) June 24, 1963. Italian citizenship.
Academic positions
Full professor (from November 2001) of Mathematical Methods for Economics, Actuarial Sciences and Finance.
Formerly associate professor at the University of Siena (1998-2001) and assistant professor at the University of Perugia (1992-1998).
Dean of the School of Economics and Management of the University of Siena (November 2015-October 2022)
Director of the MSc. in Finance of the University of Siena (2011-2015, November 2019-present).
Teaching
I level (Bachelor)
Matematica Finanziaria (Financial Matematics), University of Siena (1998-present).
Elaborazione Automatica dei Dati per le Decisioni Economiche e Finanziaria (Automatic Data Processing for Economics and Finance), University of Perugia (1996-1998).
II level (MSc)
Financial Modeling I, University of Siena (2009-present).
Computational Finance, University of Siena (2021-present).
Financial Engineering, University of Siena (2010-2020).
Matematica Attuariale delle Assicurazioni sulla Vita (Life Insurance Mathematics), University of Siena (2008-2012).
III level (PhD)
Various courses at the universities of Siena, Rome “La Sapienza”, Perugia.
Education
Laurea in Mathematics (110/110 cum laude) at the University of Perugia (1988).
Post-graduate course at the Istituto Nazionale di Alta Matematica in Rome (academic year 1988-89).
PhD courses in Mathematics at the Department of Mathematics of the University of Milan (1990-95).
Scientific research
1988-1994, research in the field of Geometric, Algebraic and Categorical Topology.
1991-present, research in the field of Mathematical Finance, with particular reference to the theory of the term structure of interest rates, the valuation of derivatives and the control and management of financial risk in the insurance business.
(last update: November 2022)