Foto del docente

Marco Bianchetti

Adjunct professor

Department of Statistical Sciences "Paolo Fortunati"

Collaborations

Collaboration with:
Università degli Studi di BOLOGNA
Country:
Italy
Description:
Collaboration with prof. Pietro Rossi (https://www.unibo.it/sitoweb/pietro.rossi3/) on pricing and risk management of financial instruments (see "research" section)
Collaboration with:
Università degli Studi di BOLOGNA
Country:
Italy
Description:
Collaboration with prof. Umberto Cherubini (https://www.unibo.it/sitoweb/umberto.cherubini/) on valuation, prudent valuation and risk management of financial instruments (see "research" section).
Collaboration with:
Imperial College
Country:
United Kingdom
Description:
Collaboration with prof. Sergei Kucherenko (https://www.imperial.ac.uk/people/s.kucherenko) on Quasi Monte Carlo techniques (see "research" section). The collaboration includes also Dr. Stefano Scoleri (https://www.linkedin.com/in/stefanoscoleri/)
Collaboration with:
Università degli Studi di MILANO
Country:
Italy
Description:
Collaboration with Prof. Davide Emilio Galli (http://materia.fisica.unimi.it/~galli/) on financial bubble analysis and application of machine learning algorithms to finance (see "research section).
Collaboration with:
Politecnico di MILANO
Country:
Italy
Description:
Collaboration with Prof. Daniele Marazzina (https://www.mate.polimi.it/pagina-personale/?id=265&lg=it#ann) on risk-oriented portfolio optimization (see "research" section).
Collaboration with:
Università degli Studi del PIEMONTE ORIENTALE "Amedeo Avogadro"-Vercelli
Country:
Italy
Description:
Collaboration with prof. Gianluca Fusai (https://upobook.uniupo.it/gianluca.fusai) on sensitivity analysis techniques applied to prudent valuation capital optimization (see "research" section).