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ABOUT ME
EDUCATION
RESEARCH INTERESTS
Financial Mathematics
Continuous-time volatility modeling, option-pricing, numerical algorithms based on Monte-Carlo methods.
2013-2017
Scuola Normale Superiore, Pisa
PhD in Mathematics, 70/70 magna cum laude.
Financial Econometrics
HAR-model for volatility modeling and forecasting, option pricing in discrete-time, non-parametric statistics.
High-Frequency finance
Mathematical models for price impact, illiquidity
2012-2013
University of Bologna, Department of Mathematics
Corso di Alta Formazione in Finanza Matematica, 30/30 magna cum laude.
2007-2012
University of Padova, Department of Mathematics
M.S., Mathematics, 110/110.
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