Research
Cv

Papers

Mathecofin group

NEW! Mathematica codes: Forward Implied Volatility

Teaching
What is the h-index?

Courses

Unibo website

Tesi di laurea

Events
Stochastics & Computational Finance, July 2015, Lisbon

Models and Numerics in Financial Mathematics, May 2015, Lorentz Center, Leiden

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

SIAM nuggets, Are you ready to retire?

NEW! Downloadable Mathematica code: IMPLIED VOL for ANY LOCAL-STOCHASTIC VOL MODEL

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