Short Curriculum Vitæ

Click here for an extended version of my CV.

Career

Dec 2024 - today: Associate Professor, Politecnico di Milano.
Apr 2023 - Dec 2024: Assistant Professor (tenure track), Università degli Studi di Parma.
Oct 2019 - Mar 2023: Assistant Professor, LUISS Guido Carli, Roma.
Jan 2018 - Oct 2019: Postdoctoral Research Fellow, Università degli Studi di Milano-Bicocca. Supervisor: Prof. Emanuela Rosazza Gianin.

Professional qualifications

12 Dec 2023 – today: Abilitazione Scientifica Nazionale (National Scientific Qualification) alle funzioni di professore universitario di II Fascia nel S.C. 13/D4 - Metodi Matematici dell’Economia e delle Scienze Attuariali e Finanziarie.

Education

Feb 2018: PhD in Pure and Applied Mathematics, Università degli Studi di Milano-Bicocca. Advisor: Prof. Marco Fuhrman.
Jul 2014: Master's Degree in Mathematical Engineering, Politecnico di Milano. Advisor: Prof. Marco Fuhrman.
Sep 2011: Bachelor's Degree in Mathematical Engineering, Politecnico di Milano. Advisor: Prof. Emilio Barucci.

Teaching

PhD courses

Mathematical methods for data analysis
University of Parma
PhD program in Economics and Management of Innovation and Sustainability
A.Y. 2023/2024 (24 hours) and 2024/2025 (22 hours)

Stochastic filtering and application to optimal control problems in finance and economics
Université Paris Dauphine-PSL
PhD course (15 hours)
A.Y. 2021/2022

Stochastic filtering and applications to finance and economics
Universität Bielefeld, Center for Mathematical Economics (IMW)
PhD course (15 hours)
A.Y. 2020/2021

Master's Degree

Insurance & Econometrics (co-teacher)
Politecnico di Milano
Master’s Degree in Mathematical Engineering
A.Y. 2024/2025

Quantitative Methods for the Enterprise
LUISS University
Master’s Degree in Accounting, Finance and Control
From A.Y. 2019/2020 to A.Y. 2022/2023

Bachelor's Degree

Mathematics (K-P)
University of Parma
Bachelor’s Degree in Economics and management
A.Y. 2023/2024 and 2024/2025

Quantitative methods for the agri-food industry and supply chains - Module 1
University of Parma
Bachelor’s Degree in Food Systems: Management, Sustainability and Technologies
A.Y. 2024/2025

Quantitative Models for Data Science
LUISS University
Bachelor’s Degree in Management and Computer Science
From A.Y. 2019/2020 to A.Y. 2022/2023

Master

Theory of Valuation (22 hours, co-teacher)
Università Bocconi
Master of Quantitative Finance and Risk Management 
A.Y. 2024/2025

Derivatives Risk Management (12 hours)
LUISS Business School
Executive Master in Financial Management 
A.Y. 2023/2024

Research interests

• Stochastic filtering, optimal control problems under full and partial observation, and their applications to economics and finance.
• Hamilton-Jacobi-Bellman equations, Backward Stochastic Differential Equations and their applications.
• Stochastic processes with discontinuous trajectories, random measures and their applications.
• Risk measures, g-expectations and robustness.

Publications

Please visit my Google Scholar page.