2024-25: Probability for Finance, Advanced Stochastic Calculus with Applications and Probability and Statistics (at UniTo), Probability (at Collegio Carlo Alberto), Stochastic Differential Equations and Singular Stochastic Control (at Scuola Superiore Meridionale -- PhD course)
2022-23, 2023-24: Probability for Finance, Stochastic Calculus and Mathematical Finance and Probability and Statistics (at UniTo), Probability (at Collegio Carlo Alberto), Stochastic Differential Equations and Singular Stochastic Control (at Scuola Superiore Meridionale -- PhD course)
2021-22: Mathematics for Finance and Probability and Statistics (at UniTo), Probability (at Collegio Carlo Alberto), Stochastic Differential Equations and Singular Stochastic Control (at Scuola Superiore Meridionale -- PhD course)
2020-21: Measure Theory (at Collegio Carlo Alberto), Probability and Statistics (at UniTo), Stochastic Differential Equations and Stochastic Singular Control (at Scuola Superiore Meridionale -- PhD course)
2017: Research Methods in Financial Mathematics (MATH5335M) [module leader] University of Leeds
2016-2020: Financial Mathematics 1 (MATH1510) [module leader] University of Leeds
2018: Dissertations in Financial Mathematics (MATH5312) [module leader] University of Leeds
Financial Mathematics 2 (MATH2515), Financial Mathematics 3 (MATH2525) [tutorials] University of Leeds
I taught exercise classes of Calculus I for undergraduates during the periods Sep - Dec 2009/10/11 in the School of Economics at "Sapienza" University of Rome
2022: Supervision MSc dissertation V. Camerin (University of Torino)
2019/2020: Supervision MSc dissertation of V. Pieropan (University of Trento)
2019: Co-Supervision of a 12-week research project of C. Michon (MSc student at ENSTA Paris-Tech)
2018: Co-Supervision of a 12-week research project of M. Germain (MSc student at ENSTA Paris-Tech)
2016/2017: Supervision MSc dissertation of F. Capellini (University of Milan - Bicocca)
2016: Supervision of a 12-week research project of I. El Hanafi (MSc student at ENSTA Paris-Tech)
2015: Supervision of a 12-week research project of D. Louvet (MSc student at ENSTA Paris-Tech)
From 2015 to 2020 I supervised MSc dissertations in Financial Mathematics at the University of Leeds (3-4 students per year).
2014: Supervision of a 12-week research project of G. Baccari (MSc student at ENSTA Paris-Tech)