Research
Cv

Papers

Mathecofin group
Teaching
What is the h-index?

Courses

Unibo website

Tesi di laurea
Events
Workshop on Levy processes: approximation and applications, June 14-15, 2012, Paris, France

Crash course on Fourier methods in option pricing, University of La Coruna, Spain, 3-6 July 2012

Workshop on Stochastic and PDE Methods in Financial Mathematics, September 7-12, 2012, Yerevan, Armenia

New book! FINANCIAL MATHEMATICS: Theory and Problems for Multi-period Models

Master in Quantitative Finance

Spring School in Finance
Books





ERRATA for the book PDE and Martingale Methods in Option Pricing

ERRATA for the book Calcolo Stocastico per la Finanza