Research
Cv

Papers

Mathecofin group

NEW! Mathematica codes: Forward Implied Volatility

Teaching
What is the h-index?

Courses

Unibo website

Tesi di laurea

Events
Frontiers in Stochastic Modelling for Finance, February 2016, Padova

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

The Spring School is coming back... in 2016!

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