Professor of Mathematical Finance 

(National habilitation for full professor, 2015)

 PhD in Applied Mathematics (Scuola Normale Superiore, Pisa)

Affiliation: Department of Economics and Finance, LUISS G. Carli

Address: viale Romania 32, 00197 Rome, Italy 

Fax: +39 06 85225949 

Email:   first name initial  last name   *at*   luiss.it


Research Interests

  • Super replication, pricing and portfolio optimization in incomplete markets
  • Performance measures 
  • Model uncertainty
  • Risk measures, risk minimization
  • Generalizations of martingales, convex duality, Orlicz spaces

Short Bio and  CV  as of  Spring 2017


a) in Italy:

Graduate and undergraduate courses  on:  
Mathematical Finance, Portfolio Theory, Financial Derivatives, Risk Management and Calculus for Economics (LUISS G. Carli, Pisa and Perugia Universities); 
Probability for Computer Science (Pisa University) and Linear Algebra (LUISS G. Carli).

b) international:

Columbia University, January 2009.  Minerva Foundations Lectures Course (5 lectures, PhD level): Topics in Portfolio optimization  with  general  underlying assets,  on invitation of Ioannis  Karatzas.

- Princeton University, Spring 2007.   Semester Course  FIN 521 Fixed Income: Models and  Applications, Master in Finance.