Full Professor at the University of Bologna since 2020, having served as associate professor since 1998. His research is in quantitative methods for risk measurement, pricing of options and derivative products with particular focus on macro-finance and systemic risk applications. In 1988 he undertook his research career in the industry, at the Economic Research Department of BCI-COMIT Milan (1989-1997). He joined the academia in 1998, and taught financial mathematics and risk management in graduate courses in several universities (Catholique University in Milan, Bocconi, Hitotsubashi University, Birbeck College, Johns Hopkins University and others), in training courses for regulators and associations (Bank of Italy, CONSOB, Italian Banking Association, TLX Stock Exchange) and for international financial training companies (RISK Training, WBA Training). His main research achievements are in Choquet pricing theory (in the industry, last century) and copula functions theory for financial applications (in the academia, this century). His current research interests are in generalized algebras and q-calculus methods for applications to financial mathematics, macro-finance and econometrics. He is currently member Research Collaborator of the Financial Risk and Engineering Department of New York University
