Single, born
in Florence, Italy, 17/07/59.
Home
Address: Via Sarpi 72, 50136 Florence
Home Address 1: Via Petrella 4, 20124 Milan
Office Bologna: University of Bologna,
MatemateS, viale Filopanti 5, Bologna
Office
Rimini: University of Bologna, Facolty of Statistical Sciences, Piazza Teatini,
Rimini
Telephone: Cell. 348 7832861, Milan 02
294011302, Bologna 051 2094370, Rimini 0541 434320, Florence 055 6266108. Fax:
Bologna 051 2094367
Education
June 1988 – Master of Arts in Economics, New York
University GSAS
October 1984 – Laurea, Social Science, major in
Economics, University of Florence.
Current position:
1998 – to
date: Associate Professor of Financial Mathematics at the University of Bologna
2001 – 2004: President of the undergraduate degree “Course
in Finance and Insurance”.
2003 – to date: Director of the Summer School on
Frontiers of Financial Market Mathematics (FFMM), University of Bologna,
Department Mathematics for Economics and Social Science (Matemates)
Other teaching positions
1997– 2006: Catholic University of Milan: Master in
International Finance and Economics.
1999– 2008: University of Siena: Master in Banking and Economics
2001– 2002:
Hitotsubashi University, Tokio, Master in Financial Strategy
2005 : Università Bocconi, Master in Economics
2007: University of Bologna – University of Tirana:
Master in Portfolio and Risk Management,
Off-academic
assignments
2001 : Bank of Italy, Servizio Vigilanza, Course on
Credit Risk
2003 – 2008: Risk Management Courses Abi Formazione
(Italian Banking Association).
2002, 2003, 2005, 2006: Bank of Italy, Training Course
for Inspectors, Lectures of Risk Management
2006: Bank
of Italy, Economic Research Department:
Training Course of Asset Management (joint with Piero Veronesi and Attilio
Meucci)
2007-2008: Consob: Training Course on Structured
Products
Off-academic positions
Fellow of Financial Econometrics Research Center,
FERC, Warwick
Fellow of Ente Einaudi, Bank of Italy, Rome.
Co-ordinator of the Market Risk Area educational program,
Italian Banking Association (ABI)
Member of the “Steering Committee” of the Italian Tlx
Market for Structured Securities
Member of the Board of Directors of Prometeia Advisor
Sim (Independent)
Previous empLoyment
July 1989-October 1997: Economic Research Department
of Banca Commerciale Italiana (now, Banca Intesa), Head of the Forecast
Methods and Risk Management Unit.
July 1988-July 1989: Econometric and O.R. department,
Bank of Sicily
CORPORATE WORKSHOPS /SEMINARS
2002: San
Paolo IMI, Milan. Market
Incompleteness, Credit Risk and Counterparty Risk
2004:
Datamat, Roma: Il Mercato del Risparmio Gestito (The managed fund market)
2005: UBM
– Unicredit, Milano: Copula Functions
2005:
Prometeia, Bologna: Finanza Strutturata (Structured Finance)
2006: Banque IXIS: Copula Methods in Finance
2007: TLX, Milano: Structured Products
2007: Bloomberg, New York: Accounting Fraud and the
Pricing of Corporate Liabilities
2008: Prometeia, Bologna: Time Aggregation of Risk
Measures
2008: Bank of Italy, Rome:
Counterparty Risk
INVITED PRESENTATIONS
Paris,
May 1997, International IAFE (International Association of Financial Engineers)
Conference: "EURO 99: Implications for Risk Management"
Torino,
October 1999, Conference “Torino Finanza”
London, March 2002, City Business School, Conference
“Copula Functions”
Tokyo, March 2002, II International Conference
Financial Engineering and Statistical Finance
Milan, June 2002, Conference Italian Statistical
Society
Tokyo, March 2003, JAFFE – Columbia Conference
Milan, May 2003, Risk Italia Conference
Tokyo, March 2004, IV International Conference
Financial Engineering and Statistical Finance
Tokyo, September 2004, Daiwa-Hitotsubashi Lecture
Londra, November 2004, Cass Business School, “Copula
Methods in Finance”
Londra, December 2005, Training Course Risk “Advanced
Correlation Modelling and Analysis”
Londra, April 2006, Finance IQ Workshop su
“Correlation Trading”
Bologna, June 2006, AIFIRM Conference
Bologna, June 2006, Conference “Copulas and Other
Aggregation Operators”
London, March, New York, May 2007: Training Course
Risk: “Pricing and Hedging Credit Derivatives and Hybrids”
London, May, 2007: Training Course Risk “Correlation
Trading and Risk Management”
Venise, June 2007, Conference Italian Statistical
Society
Bozen, September 2007, Conference: “Models of Credit
and Operational Risks for the Credit Sector”.
Rimini, October 2007, Conference: “Credit Risk Models
for Financial Markets and the Banking Sector”
New York, March 2008, Training Course Risk: “Credit
Risk Modelling for Tomorrow’s Market”
London, September 2008, Training Course Risk.
“Measuring, Modelling and Managing Concentration Risk”.
Milan, September 2008, Bloomberg, “Pricing of Interest Rate, Inflation and
Credit Derivatives: models and Applications”.
Milan, November 2008, Risk Italia Conference.