Overview
2013-2015 PhD in Quantitative Finance - Aarhus University
2010-2012 MSc in Pure and Applied Mathematics - University of Tor Vergata, Rome
2007-2010 BSc in Mathematics - University of Tor Vergata, Rome
2010-2012 MSc in Pure and Applied Mathematics - University of Tor Vergata, Rome
2007-2010 BSc in Mathematics - University of Tor Vergata, Rome
PhD Courses
August 2014 "Advanced Risk and Portfolio Management (ARPM) Bootcamp" by Attilio Meucci, New York University
June 2014 "Numerical solution of sde with jumps" by Platen, Copenhagen University
Feb-May 2013 "Advanced Macroeconomics", full semester master course Aarhus University
January 2013 "Lectures on capital requirements, credit risk, collateral and centralized clearing - how to avoid losing billions in fines
while running your CVA calculations on an iPad Mini" by Leif Andersen and Jesper Andreasen, Aarhus University
January 2013 "Understanding and managing model risk" by Massimo Morini, Aarhus University
June 2014 "Numerical solution of sde with jumps" by Platen, Copenhagen University
Feb-May 2013 "Advanced Macroeconomics", full semester master course Aarhus University
January 2013 "Lectures on capital requirements, credit risk, collateral and centralized clearing - how to avoid losing billions in fines
while running your CVA calculations on an iPad Mini" by Leif Andersen and Jesper Andreasen, Aarhus University
January 2013 "Understanding and managing model risk" by Massimo Morini, Aarhus University
HPC Finance Training Activities
February 2014 Mid-Term Review and Conference "New thinking in Finance", Edinburgh and London
January 2014 "Aarhus Quant Factory", Aarhus University
September 2013 "Lectures on Financial Econometrics", Tampere University of Technology
August 2013 "Summer school: numerical and quantitative methods in finance", Maastricht University
May 2013 "1st training event on computational methods", Tampere University of Technology
January 2013 (Kick-off meeting HPC) "Introduction to risk management and derivative pricing". Topics covered are: Variable
Annuities, ALM, Derivative Pricing, Risk Management, Stochastic Volatility, Interest rate derivatives, Aarhus
University
January 2014 "Aarhus Quant Factory", Aarhus University
September 2013 "Lectures on Financial Econometrics", Tampere University of Technology
August 2013 "Summer school: numerical and quantitative methods in finance", Maastricht University
May 2013 "1st training event on computational methods", Tampere University of Technology
January 2013 (Kick-off meeting HPC) "Introduction to risk management and derivative pricing". Topics covered are: Variable
Annuities, ALM, Derivative Pricing, Risk Management, Stochastic Volatility, Interest rate derivatives, Aarhus
University