Dr. Cesare Mollica Email & Phone Number

Milan, Lombardy, Italy

Zürich Area, Switzerland

Zürich Area, Switzerland

Zürich Area, Switzerland

Responsible for:1. Worldwide “Property Per Risk” and “Credit & Surety” Technical Pricings and Market Quotations. 2. Pricing Tools Development.

Zürich Area, Switzerland

Lausanne Area, Switzerland

• Proven both mathematically and with computer simulations the high efficiency of special algorithms for the evaluation of important physical and chemical quantities. Rigorously shown that by using these new algorithms.
• Developed from scratch, as a team-work and by using the Concurrent Versions System (CVS) technology, the efficient parallel Fortran code that has been used as a numerical laboratory by the whole research group.

Milan Area, Italy

Cooperated on the development of an option pricing code in the C++ language, with the supervision of a financial engineer working at Mediobanca, Milan, Italy. The goal of the project was to estimate, in the framework developed by Black and Scholes, the price of an exotic path dependent option by using path integral simulations.

Ph.D., Theoretical Physical Chemistry

Thesis title: "On the Efficiency of Semiclassical and Classical Approximations of Quantum Fidelity in Many-Dimensional Systems".

Master Of Science (M.Sc.), Theoretical Physics, 108/110

Dissertation titled “Comportamento Dinamico Critico per un Gas Forzato su Reticolo” (Critical Dynamic Behavior for a Driven Lattice Gas).