Nationalität Italian
Campus Léman
Beginn Doktorandenprogramm

2011

Telefon +44 739 999 99 38

Ausbildung

 

10/2012 - present Swiss Finance Institute PhD Program (Phase II - Research); Supervisor: Prof. Olivier Scaillet
09/2011 - 08/2012 Swiss Finance Institute PhD Program (Phase I - Coursework)
2008 - 2009 Master in Finance, Collegio Carlo Alberto, Torino, Italy
2005 - 2008 Master in Mathematics, University of Pavia, Italy
2005 - 2006 Visiting Student, University of Leicester, Leicester, UK
2003 - 2005 Bachelor in Mathematics, University of Pavia, Italy

 

Research Interests

Asset Pricing, Derivatives, Market Microstructure, Financial Econometrics

Forschungsarbeiten

Valuing American options using fast recursive projections" with A. Cosma, S. Galluccio and O. Scaillet "The market price of skewness

Sprachen

Italian (native), English (fluent), French (good)
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