Andrea Pascucci

Andrea Pascucci Email and Phone Number

Full Professor in Probability @ University of Bologna
Bologna, IT
Andrea Pascucci's Location
Bologna, Emilia-Romagna, Italy, Italy
Andrea Pascucci's Contact Details

Andrea Pascucci work email

Andrea Pascucci personal email

About Andrea Pascucci

Full Professor in ProbabilityResearch interestsSecond order partial differential equations of degenerate parabolic type. Kolmogorov equations. Stochastic differential equations. Applications to mathematical finance. American options. Asian/path-dependent options and volatility modelling.Specialties: Free boundary and optimal stopping problems. Analytic approximation of financial derivatives.Free Mathematica codeshttp://explicitsolutions.wordpress.com/

Andrea Pascucci's Current Company Details
University of Bologna

University Of Bologna

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Full Professor in Probability
Bologna, IT
Website:
adu.unibo.it
Employees:
22
Andrea Pascucci Work Experience Details
  • University Of Bologna
    Full Professor In Probability
    University Of Bologna
    Bologna, It
    View
  • University Of Bologna
    Full Professor In Probability
    University Of Bologna Feb 1998 - Present
    http://explicitsolutions.wordpress.com/Free Mathematica codes for Local-Stochastic Vol models
    View
  • Corso Di Alta Formazione In Finanza Matematica
    Director (With Sergio Polidoro)
    Corso Di Alta Formazione In Finanza Matematica Jan 2003 - Sep 2012
    http://www.dm.unibo.it/finanza/http://explicitsolutions.wordpress.com/
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  • University Of Bologna
    Researcher
    University Of Bologna Feb 1998 - Oct 2007
    Papershttp://www.dm.unibo.it/matecofin/member.php?id=6&m=pascucci
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Andrea Pascucci Skills

Derivatives Mathematics Quantitative Finance Modeling Quantitative Analysis Quantitative Analytics Stochastic Calculus Options Partial Differential Equations Research Latex R Statistics Monte Carlo Simulation Econometrics Probability Theory Mathematical Modeling Market Risk Applied Mathematics Simulations Statistical Modeling Data Analysis Time Series Analysis Mathematica Matlab Scientific Computing Probability Higher Education Physics Machine Learning Stata

Andrea Pascucci Education Details

Frequently Asked Questions about Andrea Pascucci

What company does Andrea Pascucci work for?

Andrea Pascucci works for University Of Bologna

What is Andrea Pascucci's role at the current company?

Andrea Pascucci's current role is Full Professor in Probability.

What is Andrea Pascucci's email address?

Andrea Pascucci's email address is pa****@****ail.com

What schools did Andrea Pascucci attend?

Andrea Pascucci attended Alma Mater Studiorum – Università Di Bologna.

What skills is Andrea Pascucci known for?

Andrea Pascucci has skills like Derivatives, Mathematics, Quantitative Finance, Modeling, Quantitative Analysis, Quantitative Analytics, Stochastic Calculus, Options, Partial Differential Equations, Research, Latex, R.

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