Education and Past Positions

Education

Ph.D. in Mathematics, University Paris Dauphine - CEREMADE

Thesis: Bayesian Inference on Latent Variables Models

Supervisor:  Christian P. Robert

Reviewers: Mark F. J. Steel and Michel Lubrano. Committee: Olivier Cappe, Gilles Celeux, Jean-Michel Marin and Judith Rousseau

Ph.D. in Economics, University Ca' Foscari of Venice

Thesis: Simulation Methods for Nonlinear and Non-Gaussian Models in Finance

Supervisor: Monica Billio. 

Reviewers: Christian. P. Robert and Peter Müller. Committee: Giorgio Calzolari, Tullio Jappelli and Luca Lambertini.

Received the Italian Economics Society (SIE) Award as best PhD Thesis 2004.

M.Sc. in Applied Mathematics (DEA MASE), University Paris Dauphine - CREST/ENSAE

Thesis: Credit risk modelling in continuous and discrete time.

Supervised by:  Christian Gourieroux.

Master in Economics, University Ca' Foscari of Venice

Thesis:  Econometric Analysis of the European Investment Styles.

Supervised by: Domenico Sartore.

Further Education

2009  33rd Finnish Summer School of Probability Theory, University of Tampere.

2002  Summer School of Mathematics, CIRM, University of Marseille.

2000  Summer School of Mathematics, SMI, University of Perugia.

Past Positions

2015-2019 Associate Professor, University of Venice

2012-2014 Adjunct Professor, University of Trieste

2010-2015 Assistant Professor, University of Venice

2006-2010 Assistant Professor, University of Brescia

2005-2006 Research Assistant, University of Brescia

2004-2004 Research Assistant, University of Padova

Visiting

2022 Visiting at Department of Stat. Sc., University of Toronto

2013 Visiting at School of Math., University of Kent

2013 Visiting at Norges Bank

2012 Visiting at Norges Bank

2008-2009 Visiting at School of Math., University of Bristol

2008 Visiting at Dept. of Mathematics, University Paris Sud

2002-2003 Visiting Scholar at CEREMADE, University Paris Dauphine.

Other

1999-2000 Research Assistant, GRETA Associates, Venice.

1998-1999 Military Service, MySQL DB design by the Military Investigating Magistrate Office (GIP), Padova.  

1998 Internship, Quantitative Research Department of CDC Asset Management, Paris.