Quantitative finance

The research group leverages theoretical models and computational methods from Mathematical Analysis, Probability, Dynamical Systems, Econometrics, and Statistical Mechanics to investigate the complex nature of financial systems. Few examples of the research topics include but are not limited to: derivative pricing, risk measurement, including systemic and climate risk, market microstructure, econometric analysis of financial time-series, fuzzy systems, financial networks, non-linear dynamical systems and agent-based models for finance.

Faculty

Rossella Agliardi

Full Professor

Luca Barzanti

Associate Professor

Giacomo Bormetti

Full Professor

Riccardo Cesari

Full Professor

Roberto Dieci

Full Professor

Fabrizio Lillo

Full Professor

Stefano Pagliarani

Associate Professor

Andrea Pascucci

Full Professor