Teaching

Teaching

• Python and Decentralized Finance (Master Level), University of Turin, 2024

• Derivatives (Master Level), University of Turin, Teaching rating (94.39/100), 2021-2022

  • Simulation and Derivatives Pricing, Option Implied Volatility (MFIV, VIX, SVIX), Options on Cryptocurrencies

• Python and Finance (Master Level), Collegio Carlo Alberto, Teaching rating (4.7/5, 4.5/5, 4.25/5, 4.5/5), 2021-2024

  • Risk Analytics, Factor Investing, Portfolio Optimization, Forecasting, DeFi

2020 and earlier

• • Teaching Assistant in Quantitative Fundamentals for Machine Learning (Master Level), Frankfurt School of Finance and Management, 2019

  • Teaching Assistant in Data Science and Machine Learning (Master Level), Frankfurt School of Finance and Management, 2019

  • Teaching Assistant in Risk Management (Master Level), Frankfurt School of Finance and Management, 2017 - 2018

  • Lecturer in the Preparation Class for Mathematics and Statistics (Master Level), Frankfurt School of Finance and Management, 2017 - 2018

  • Lecturer in Statistics and Probability (Bachelor Level), Frankfurt School of Finance and Management, 2016

  • Teaching Assistant in Analysis I (Bachelor Level), University of Mannheim - Mathematics Department, 2011

  • Teaching Assistant in Discrete Mathematics A (Bachelor Level), University of Mannheim - Mathematics Department, 2010

  • Teaching Assistant in Linear Algebra 1 (Bachelor Level), University of Mannheim - Mathematics Department, 2009

Student Placements

I am happy to check your CV and to reach out to my network to help students find an internship or an entry position during and after their studies. 

• Paolo Ramella (Internship, CEPRES, Munich, 2024)

• Emanuele Fogliati (Fulltime, CEPRES, Munich, 2023)

• Fabio di Giovanni (Internship, CEPRES, Munich, 2023)

• Filippo Beltramo (Internship, CEPRES, Munich, 2022)

• Luigi Cardillo (Fulltime, Fincite, Frankfurt am Main, 2022)

• Luca D'Aquanno (Fulltime, Fincite, Frankfurt am Main, 2022)

• Veronica Cannas (Fulltime, KPMG, Frankfurt am Main, 2021)

Master Thesis Supervision

• Giovanni Parodi - Traditional Option Pricing and Behavioural Finance (2023)

• Riccardo Iacueo - Advanced Techniques in Stochastic Volatility Calibration (2023)

• Simona Grosso - The Role of Derivatives in Credit Risk Management: Theoretical Analysis and Empirical Evidence (2023)

• Alessandro Ciniltani - Machine Learning Models for Monte Carlo-Based Option Pricing in the SVCJ Framework (2023)

• Fogliati Emanuele - Exploring Trading Strategies in Cryptocurrency Markets: Statistical Arbitrage, and Directional Strategies (2023)

• Matteo Bruognolo - Black-Litterman and Hidden Markov Model Forecasts for Multi-Period Portfolio Optimization (2022)

• Davide Torta - Cross-Sectional and Time-Series Evaluation of Momentum Strategies (2022) 

Bachelor Thesis Supervision

• Giulio Bellini - Harvesting the Volatility Risk Premium in the Crypto-Options Market (2023)