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Quantitative Finance and Insurance

Luca Vincenzo Ballestra

Associate Professor

  • Efficient computational methods for pricing financial options
  • Insurance contracts and credit risk derivatives
  • Spatial models of economic growth


Paolo Foschi

Associate Professor

  • Numerical methods for pricing financial derivatives- optimization methods for calibrating option pricing models


Maria Letizia Guerra

Associate Professor

  • Interval analysis in decision science
  • Fuzzy sets - non-additive uncertainty theory like possibility theory


Andrea Guizzardi

Associate Professor

  • Forecasting and optimization
  • Performance analysis of hotels and destinations
  • Customers satisfaction
  • Dynamic pricing
  • Business travel


Sabrina Mulinacci

Associate Professor

  • Reneralizations of the Marshall-Olkin distribution for credit risk modeling and joint life modeling in insurance- copula based AR(1) processes for non-rational expectations
  • Generalization of the Marshall-Olkin distribution- copula based stochastic processes in discrete times


Pierpaolo Pattitoni

Assistant Professor

  • Corporate Finance and Governance
  • Investment Decisions
  • Information and Market Efficiency
  • Applied economics


Silvia Romagnoli

Associate Professor

  • Credit risk models- optimal hedge ratio- spectral risk measure-pricing and ambiguity
  • Combinatoric copula-based algorithms-skew distributions- copulas and stochastic processes- measure invariance of copulas


Dario Spelta

Associate Professor

  • Matematics of economics and finance
  • Actuarial mathematics