I was born in February 11th, 1963.
I got my Degree in Economics from Università of Parma.
Actually, I am an Associate Professor of Financial Mathematics at Bocconi University, Milan.
Director of the Bachelor of Science in Economics and Management for Arts, Culture and Communication (2016-2019).
Director of Master in Quantitative Finance and Risk Management (2008-2010; 2012-2014).
My main research interests are: Quantitative Finance: financial markets models; asset pricing; term structure models, Decision theory and decision making in Finance: benchmarking models, Risk theory: models and applications for default risk.
Elicitation of multiattribute value functions through high dimensional model representations: monotonicity and interactionsEUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2015
- Undergraduate courses: Mathematics, Financial Mathematics, Advanced Financial Mathematics.
- Graduate courses: Quantitative Methods for Management, Financial Models for Valuation.
- Master courses: Fixed Income, Asset Pricing.