Associate Professor In Mathematics For Economics And Finance, School Of Engineering
CurrentTEACHING:Mathematical Methods (School of Engineering),Optimization and Decision Analysis (Master's Degree in Engineering),Mathematical Models of Financial Markets (Department of Mathematics),Probability and Statistics (Master Homeland Security, NITEL),Mathematical Analysis (School of Engineering),Quantitative Methods in Business (MSc in Business Administration, Facultyof Economics),Mathematics for Economics (Faculty of Economics, Luiss University)RESEARCH:Asset Pricing Theory, Pricing/Hedging of nancial derivatives, Nonlinear Optimization, Interest Rate Theory, Parabolic PDEs, HJB Equations.