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Current position: Associate Professor of Financial Mathematics, University of Pavia, Department of Economics and Management.
Education:
Dottorato (PhD) in Mathematical Finance, University of Brescia, (Italy), February 2002.
Laurea (BA) in Economics, University of Pavia (Italy), November 1998.
Visiting PhD student, DEA Gestion Financière, Ecole Supérieure des Affaires, Grenoble (France), 1999-2000.
Diplôme Supérieur de Français des Affaires, Chambre de Commerce et d'Industrie de Paris, 1998.
Previous activity:
2004-11 Temporary professor of Mathematical Finance, BA of Applied Mathematics, Faculty of Sciences, University of Piemonte Orientale ''Amedeo Avogadro'', Alessandria (Italy).
2008-11 tutor of "Applied Mathematics 2", Bocconi University, Milan.
2006-08 Teacher of "Matlab laboratory", "Advanced Statistics for Economics and Social Sciences", Bocconi University, Milan.
2003-05 Teaching assistant of "Financial Mathematics", University of Bologna, Faculty of Economics, Rimini.
Assegnista di ricerca (Post-Doc) from 2002 to 2004, Dipartimento di Scienze e Tecnologie Avanzate, Università degli Studi del Piemonte Orientale ''Amedeo Avogadro'', Alessandria (Italy). I also participate to research projects FAR at the University of Piemonte Orientale, Department of Science and Advanced Technology, and at the University of Pavia, Department of Economics and Quantitative Methods and Department of Business Administration Research.
2003-04 Lecturer of Mathematics for Dynamical Economics, PhD in Economics, University of Pavia (Italy).
2001-02 Temporary professor of Mathematical Analysis and Geometry (Computer Science) Faculty of Sciences, University of Piemonte Orientale ''Amedeo Avogadro'', at the Polo Universitario of the S. Michele Jail House, Alessandria (Italy).
2001-02 support lecturer of Theory of Finance, Master in Applied Econometrics, Dipartimento di Economia Politica e Metodi Quantitativi, Pavia (Italy).
2001-2002 Lecturer of Management Control: Financial Mathematics, IFTS ENAIP, Regione Lombardia, Varese (Italy).
1999-02 Teaching support (CSTP) of Financial Mathematics at the University of Insubria, Varese (Italy), Faculty of Economics.
1998-99 Consultant for the research project ''Costruzione di un mercato delle competenze per le imprese artigiane: un progetto pilota per il settore meccanico'', Convenzione Artigianato Regione Lombardia-Unione Regionale delle Camere di Commercio Lombarde.
Research interests
Financial risk
Expected Utility, Prospect Theory, Emotion-base choice
Applied optimization methods
Energy markets
Default probabilities