Research
Cv

Papers

Mathecofin group

NEW! Mathematica codes: Forward Implied Volatility

Teaching
What is the h-index?

Courses

Unibo website

Tesi di laurea

Events
Summer School on Quantitative Methods for Risk Management in Finance and Insurance, June 2016, A Coruna

II International Congress on Actuarial Science and Quantitative Finance, June 2016, Cartagena (Colombia)

Advanced Modeling and Numerical Methods, IHP Paris, 2014 - Slides and Mathematica codes available here

SIAM nuggets, Are you ready to retire?

Master in Quantitative Finance

Books





ERRATA for the book PDE and Martingale Methods in Option Pricing

ERRATA for the book Calcolo Stocastico per la Finanza