Quantitative finance

People

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Luca Vincenzo Ballestra

Associate Professor

keywords: mathematical finance, computational finance, derivative pricing, numerical approximation of ODEs and PDEs, dynamical
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Nicola Bartolini

PhD Student

keywords: Climate change risk from a financial perspective
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Enrico Bernardi

Full Professor

keywords: Hyperbolic Equations, Gevrey Classes, Cauchy Problem, Stochastic differential equations, Quantitative Finance
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Paolo Foschi

Associate Professor

keywords: computational finance, cross-section models, linear models estimation, computational statistics
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Paolo Guasoni

Full Professor

keywords: Financial Mathematics, Transaction Costs, Asset Pricing, Portfolio Optimization
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Maria Letizia Guerra

Associate Professor

keywords: Fuzzy numbers, Fuzzy sets for time series, Interval Analysis, Uncertainty models for finance
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Andrea Guizzardi

Associate Professor

keywords: Production analysis, Busienss cycle analisys, Forecasting financial market volatitly, Machine learning models, Tourist
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Sabrina Mulinacci

Associate Professor

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Pierpaolo Pattitoni

Associate Professor

keywords: Real Estate, Applied Economics, Behavioral Finance, Entrepreneurial Finance
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Silvia Romagnoli

Full Professor

keywords: copula methods in finance, stochastic calculus, risks' aggregation, Green Finance and weather derivatives

Lorenzo Torricelli

Senior assistant professor (fixed-term)

keywords: Stochastic option pricing models, Derivative valuation, Stochastic time changes, Lévy processes and semimartingales
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Luca Trapin

Associate Professor

keywords: Statistical Analysis of Financial Data, Extreme Value Analysis for policy decisions, Economics and business forecasting