Institut für Banking und Finance

Education

• Diploma in Mathematics, University of Milano, Italy, 1999
• Ph.D. in Economics and Finance, University of Lugano, Switzerland, 2004
• Research fellow at Ecole Polytechnique, France, 2004-2005

Research interest

Risk measures, option pricing

Other professional activities

• Research expert of the project "Understanding, modelling and transferring longevity risk"
• Ecole Polytechnique and Fédération Bancaire Française, France