Foto del docente

Luca Vincenzo Ballestra

Associate Professor

Department of Statistical Sciences "Paolo Fortunati"

Academic discipline: STAT-04/A Mathematical Methods for Economy, Finance and Actuarial Sciences

Curriculum vitae

1998: "Laurea" Degree in Aerospace Engineering, Politecnico di Milano.

2002: Ph.D. in Applied Mathematics, Università degli Studi di Milano.

2004 - 2010: Postdoc in Mathematics for Economics at Università Politecnica delle Marche (Ancona, Italy).

October 2009 – April 2010: contract for the participation to the research program "Management of Stochastic Interest Rates, in the Financial and Insurance context", Università Politecnica delle Marche, Ancona (Italy).

May 2010 – October 2010: contract for the participation to the research programs "Management of Stochastic Interest Rates, in the Financial and Insurance context" and "Pricing Problems: Financial and Actuarial Aspects, Università Politecnica delle Marche, Ancona (Italy).

2010 - 2016: Research Assistant in Mathematics for Economics at Seconda Università di Napoli (Capua, Italy).

2016 - present: Associate Professor at Università di Bologna.

June 1, 2022: Italian national qualication as a Full Professor in Mathematical Methods for Economics, Finance and Actuarial Sciences

 

TEACHING ACTIVITY

He currently teaches Actuarial Techniques and Financial Mathematics (in Italian) at the SSFA Master degree of the University of Bologna and Actuarial Techniques at the SFA Bachelor degree of the University of Bologna (Rimini Campus).


Since 2009 he taught courses in Mathematics for Economics and Financial Mathematics at Seconda Università di Napoli (Faculty of Economics, Capua, Italy) and in Risk Theory at Università Politecnica delle Marche (Ancona, Italy). 

 

ACADEMIC ROLES

October 2021-present: Member of the "Commissione Paritetica" committee for the organization and monitoring of the teaching activity at the Department of Statistical Sciences at Università di Bologna

A.Y. 2020-2021: Director of the "Corso di Alta Formazione" Mascer Course in Actuarial Sciences, Università di Bologna, Campus di Rimini

 

OTHER SCIENTIFIC ACTIVITY

Tutor for the "Assegno di Ricerca" PostDoc Dr. Enzo D'Innocenzo, researching in "New quantitative techniques for modelling, forecasting, and managing risk in financial markets", Department of Statistical Sciences, University of Bologna (November 1, 2019 - August 31, 2021).

Supervisor of the PhD student Dr. Liliana Cecere, PhD in Enterpreneurship and Innovation, Seconda Università di Napoli, Department of Economics.

Anonymous Referee for several international journals, e.g., Applied Mathematics and Computation, Chaos, Solitons & Fractals, Quantitative Finance, Journal of Banking and Finance, Applied Economics, Computers and Mathematics with Applications.

 

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