Ph.D. in Mathematics, University Paris Dauphine - CEREMADE
Thesis in Mathematical Statistics: Bayesian Inference on Latent Variables Models
Supervisor: Christian P. Robert
Reviewers: Mark F. J. Steel and Michel Lubrano. Committee: Olivier Cappe, Gilles Celeux, Jean-Michel Marin and Judith Rousseau
Ph.D. in Economics, University Ca' Foscari of Venice
Thesis in Econometrics: Simulation Methods for Nonlinear and Non-Gaussian Models in Finance
Supervisor: Monica Billio.
Reviewers: Christian. P. Robert and Peter Müller. Committee: Giorgio Calzolari, Tullio Jappelli and Luca Lambertini.
Received the Italian Economics Society (SIE) Award as the best PhD Thesis in 2004.
M.Sc. in Applied Mathematics (DEA MASE), University Paris Dauphine - CREST/ENSAE
Thesis in Econometrics: Credit risk modelling in continuous and discrete time.
Supervised by: Christian Gourieroux.
Master in Economics, University Ca' Foscari of Venice
Thesis in Econometrics: Econometric Analysis of the European Investment Styles.
Supervised by: Domenico Sartore.
2009 31st Finnish Summer School of Probability Theory, University of Tampere.
2002 Summer School of Mathematics, CIRM, University of Marseille.
2000 Summer School of Mathematics, SMI, University of Perugia.
2015-2019 Associate Professor, University of Venice
2012-2014 Adjunct Professor, University of Trieste
2010-2015 Assistant Professor, University of Venice
2006-2010 Assistant Professor, University of Brescia
2005-2006 Research Assistant, University of Brescia
2004-2004 Research Assistant, University of Padova
2022 Visiting at Department of Stat. Sc., University of Toronto
2013 Visiting at School of Math., University of Kent
2013 Visiting at Norges Bank
2012 Visiting at Norges Bank
2008-2009 Visiting at School of Math., University of Bristol
2008 Visiting at Dept. of Mathematics, University Paris Sud
2002-2003 Visiting Scholar at CEREMADE, University Paris Dauphine.
1999-2000 Research Assistant, GRETA Associates, Venice.
1998-1999 Military Service, MySQL DB design by the Military Investigating Magistrate Office (GIP), Padova.
1998 Internship, Quantitative Research Department of CDC Asset Management, Paris.