Present teaching

Introduction to Stochastic Calculus in Finance

An introduction to stochastic finance for economists, from the binomial asset pricing model to continuous-time models and the Black-Scholes framework.

Advances in Stochastic Calculus in Finance

An advanced course on continuous-time financial modelling. Topics include stochastic differential equations, option pricing, volatility modelling, and extensions of the Black-Scholes framework.

Monte-Carlo Methods in Finance

Simulation-based methods for derivative pricing, risk measurement, and hedging, with numerical applications.

Sustainable Portfolio Management

A course on sustainable investment and portfolio management. Topics include ESG information, investor preferences, portfolio construction, climate and transition risks, and the empirical analysis of sustainable investment decisions.

Unsupervised Learning in Finance and Economics

An applied introduction to unsupervised statistical learning, with applications to financial and economic data. Topics include dimensionality reduction, clustering, latent structures, and data visualization.

A/B/n Testing

A new course on the design and analysis of online and field experiments. Starting from classical hypothesis testing and A/B tests, the course covers multiple treatments, multiple testing, sequential testing, multi-armed bandits, and modern approaches based on e-values and e-processes.

Climate Change and Prospective Modelling

This course introduces prospective analysis with a particular emphasis on climate and environmental issues. It studies the main drivers of long-run climate scenarios, including energy, population, technological change, and economic growth, together with stylized models used to understand the mechanics of Integrated Assessment Models (IAMs).

Seminar on Agricultural Insurance in Developing Countries

A seminar on agricultural risk and insurance in developing countries, combining economic theory, empirical evidence, and recent research on the design and adoption of insurance products.

Topics in Behavioral and Experimental Economics

A research-oriented course on selected topics in behavioral and experimental economics. It combines experimental methods with applications to individual decision-making, finance, and public policy.


Past teaching

Over the years, I have also taught courses in: