2024- 2025:
Equazioni Differenziali Stocastiche (postgraduates, MSc in Mathematics ) - lecturer & tutor
Probability Theory (postgraduates, MSc in Stochastics and Data Science) - lecturer & tutor
Calcolo delle Probabilitá e Statistica (undergraduates, BSc in Mathematics for Finance) - lecturer & tutor
Deep learning: an introduction and some mathematical results (PhD course, PhD in Modelling and Data Science) - lecturer
2023- 2024:
Equazioni Differenziali Stocastiche (postgraduates, MSc in Mathematics ) - lecturer & tutor
Probability Theory (postgraduates, MSc in Stochastics and Data Science) - tutor
Calcolo delle Probabilitá (undergraduates, BSc in Mathematics) - lecturer & tutor
2022- 2023:
Equazioni Differenziali Stocastiche (postgraduates, MSc in Mathematics ) - lecturer & tutor
Probability Theory (postgraduates, MSc in Stochastics and Data Science) - tutor
Calcolo delle Probabilitá e Statistica (undergraduates, BSc in Mathematics for Finance) - lecturer & tutor
2021- 2022:
Stochastic Differential Equations (postgraduates, MSc in Stochastics and Data Science) - lecturer & tutor
Istituzioni di Probabilitá (postgraduates, MSc in Mathematics) - tutor
Calcolo delle Probabilitá e Statistica (undergraduates, BSc in Mathematics for Finance) - lecturer
2014 - 2020 at University of Leeds:
Optimisation Methods for Finance (postgraduates, MSc in Financial Mathematics) – lecturer
Financial Mathematics 1 (undergraduates, BSc in Mathematics) – tutor
Financial Mathematics 2 (undergraduates, BSc in Mathematics) – lecturer & tutor
Financial Mathematics 3 (undergraduates, BSc in Mathematics) – lecturer & tutor
Stochastic Calculus and applications to Finance (undergraduate & postgraduate, BSc & MMath in Mathematics) – lecturer & tutor
2012 - 2014 at King’s College London:
Foundations for Complex Systems modeling (postgraduates, MSc in Complex Systems) – lecturer
Probability and Statistics I (1st year undergraduates, BSc in Mathematics) – lecturer
Markov Chains (3rd year undergraduates, BSc in Mathematics) – lecturer
Interest Rate and Foreign Exchange Dynamics (postgraduates, MSc in Financial Mathematics) – lecturer
2011 -2012 at Friedrich-Schiller University of Jena
Fractal Geometry (undergraduate & postgraduate, BSc & MMath in Mathematics) – tutor
PhD supervision:
Matteo Cagnotti, 2024 - now. Unito (Supervisor) Topic: Numerical schemes for rough SDEs and optimal rates
Luca Bondi, 2023 - now. Unito (co-supervisor, cotutelle with ENSTA Paris) Topic: Interacting particle systems as microscopic stochastic representation of partial differential equations
Luis Mario Chaparro Jáquez, 2021-now. Leeds (co-supervisor as external). Topic: Numerical methods for SDEs with singular coefficients
Andrea Bovo, 2019- 2022. Leeds (co-supervisor). Topic: PDE methods for controller-stopper games
Paul Smith, 2016-2020. Leeds (co-supervisor). Topic: Dimension reduction techniques and applications to past climate data
Jason Susanna Anquandah, Leeds 2016-2020. Leeds (co-supervisor). Topic: Stochastic models for unemployment insurance.
Final Year Project Supervision:
2024/25 at University of Torino:
Analisi probabilistica del modello di Wilson e Cowan per i neuroni (MSc student in Mathematics)
2023/24 at University of Torino:
Deterministic and Stochastic control (MSc student in Mathematics)
Il modello di Black&Scholes nel continuo per la valutazione di opzioni Europee (MSc student in Mathematics)
Analisi delle BSDE e delle loro varianti con applicazioni sulla tariffazione delle opzioni europee ed americane (MSc student in Mathematics)
4 BSc students (Matematica per la Finanza e L'Assicurazione)
2022/23 at University of Torino:
Parameter Estimation in a Two-Factor Cointegrated Commodity Price Model (MSc student in Stochastic and Data Science)
Sull’interazione moderata per sistemi di particelle (MSc student in Mathematics)
3 BSc students (Matematica per la Finanza e L'Assicurazione)
2021/22 at University of Torino:
Stochastic Analysis in Rough Volatility Models (MSc students in Stochastic and Data Science)
2014 - 2019 at University of Leeds:
3-5 MSc students in Financial mathematics per year. Topics: Stochastic Interest Rate Models, Stochastic McKean-Vlasov systems.
6 BSc students in Financial mathematics per year. Topics: Estimation of volatility of stock prices with high-frequency data; Machine and deep learning for Finance.
External supervision (interns):
2016-2020 at the University of Leeds
I supervised or co-supervised one summer research intern every year from Universities abroad (e.g. ENSTA ParisTech, University of Trento) on 3-months research projects related to my research.