Bruno Giacomello

Non definito,  July 13, 2015
Position
Associate Professor
Academic sector
SECS-S/06 - MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES
Research sector (ERC)
SH1_4 - Banking; corporate finance; international finance; accounting; auditing; insurance

91G - Mathematical finance

Office
Complesso Universitario (Vicenza),  Floor 3,  Room 4
Telephone
0444/393933 (Vicenza)
Fax
0444/393922 (Vicenza)
E-mail
bruno|giacomello*univr|it <== Replace | with . and * with @ to have the right email address.

Office Hours

Tuesday, Hours 2:30 PM, ,   Complesso Universitario (Vicenza), floor 3, room 4

Curriculum

Bruno Giacomello is Associate Professor of "Quantitative Methods for Economics, Finance and Insurance" at the Department of Economic Sciences (DSE) of the University of Verona and member of the University of "Studi sull'Impresa" of Vicenza, where until 2017 he was University representative for the Degree in Economics and Commerce. Currently he is a lecturer with the title of "Financial Mathematics" for the Degree in Economics and Commerce and of the course "Quantitative Models for Business Management for CdLM in Business Management and International Economics end Business Management. He graduated in economics and commerce at the University of Venice "Cà Foscari" in 1988 with top marks and honors, receiving a Prime scholarship for the elaboration of the results, he then attended the Ph.D. in Applied Mathematics at the University of Trieste, Becoming a researcher at the University of Verona. He was a lecturer with courses in quantitative finance for different Universities (Bocconi University, University of Turin, University of Padua), formerly a member of the Ph.D. commettee in Economics and Finance at the University of Verona, his experience also involved master (MBA SDA Bocconi teacher, Director of the Master on processes of Internationalization of SMEs, lecturer of the Master in Marketing and Financial Consultancy for banks and insurance companies of the G. Toniolo Foundation of Verona) and various training courses for business managers (courses and seminars for professional and trade orders, Milano&Finanza seminars, CPT courses of Venice, speaker on seminars and scientific meetings).
His research activity focused mainly on issues of modern corporate finance and insurance finance, as well as quantitative models for management and business management.
Chartered accountant since 1989, auditor since 1995 and statutory auditor since 2017, he also carries out professional assistance and advice on quantitative financial, corporate, contractual, tax issues, in particular in the context of financial and extraordinary operations, as well as legal auditing activities. , management control, and technical consultancy as a CTU and CTP on economic and financial questions and assessments. He has also expanded his experience with the participation in administrative and control bodies of a popular bank, some industrial companies and public services.

Modules

Modules running in the period selected: 50.
Click on the module to see the timetable and course details.

Course Name Total credits Online Teacher credits Modules offered by this teacher
Bachelor's degree in Economics and Commerce (Vicenza) Financial mathematics (2018/2019)   9  eLearning
Master’s degree in Business Management (Vicenza) Quantitative Models for Business Management (2018/2019)   9  eLearning
Bachelor's degree in Economics and Commerce (Vicenza) Financial mathematics (2017/2018)   9  eLearning
Master's degree in International Economics and Business Management Quantitative models for business management (2017/2018)   9  eLearning
Bachelor's degree in Economics and Commerce (Vicenza) Financial mathematics (2016/2017)   9  eLearning
Master's degree in International Economics and Business Management Quantitative models for business management (2016/2017)   9  eLearning
Bachelor's degree in Economics and Commerce (Vicenza) Financial mathematics (2015/2016)   9  eLearning
Master's degree in International Economics and Business Management Quantitative models for business management (2015/2016)   9  eLearning
Bachelor's degree in Economics and Commerce (Vicenza) Financial mathematics (2014/2015)   9  eLearning (lezione 1)
Master’s degree in Business Management (Vicenza) Quantitative Models for Business Management (2014/2015)   9  eLearning
Bachelor's degree in Economics and Commerce (Vicenza) Financial mathematics (2013/2014)   9  eLearning
Master’s degree in Business Management (Vicenza) Quantitative Models for Business Management (2013/2014)   9  eLearning
Bachelor's degree in Economics and Commerce (Vicenza) Financial mathematics (2012/2013)   9   
Master’s degree in Business Management (Vicenza) Quantitative Models for Business Management (2012/2013)   9   
Bachelor's degree in Economics and Commerce (Vicenza) Financial mathematics (2011/2012)   9  eLearning
Master’s degree in Business Management (Vicenza) Quantitative Models for Business Management (2011/2012)   9  eLearning
Bachelor's degree in Business Administration and Economics (category 17)(Vicenza) (until 2008-2009) Mathematics for Economic-Financial Decisions (2010/2011)   5  eLearning (lezione)
(esercitazione)
Master’s degree in Business Management (Vicenza) Quantitative Models for Business Management (2010/2011)   9  eLearning
Degree in International Business Studies (Vicenza) (until 2008-2009) Company Management Mathematics (2009/2010)   5  eLearning (1 - lezione)
(2 - esercitazione)
Degree in International Business Studies (Vicenza) (until 2008-2009) Mathematics for Economic-Financial Decisions (2009/2010)   5  eLearning (1 - lezione)
(2 - esercitazione)
Master’s degree in Business Management (Vicenza) Quantitative Models for Business Management (2009/2010)   9  eLearning
Degree in International Business Studies (Vicenza) (until 2008-2009) Company Management Mathematics (2008/2009)   5    1 - lezione
2 - esercitazione
Degree in International Business Studies (Vicenza) (until 2008-2009) Mathematics for Economic-Financial Decisions (2008/2009)   5    1 - lezione
2 - esercitazione
Degree in International Business Studies (Vicenza) (until 2008-2009) Company Management Mathematics (2007/2008)   5    Lezione
Esercitazione
Degree in International Business Studies (Vicenza) (until 2008-2009) Mathematics for Economic-Financial Decisions (2007/2008)   5    Lezione
Esercitazione
Degree in International Business Studies (Vicenza) (until 2008-2009) Company Management Mathematics (2006/2007)   5    lezione
esercitazione
Degree in International Business Studies (Vicenza) (until 2008-2009) Mathematics for Economic-Financial Decisions (2006/2007)   5    lezione
esercitazione
Degree in International Business Studies (Vicenza) (until 2008-2009) Company Management Mathematics (2005/2006)   5   
Master's degree in Quantitative Methods for Finance (until 2008-2009) Insurance mathematics (2005/2006)   10    LEZIONE 1
ESERCITAZIONE 1
Bachelor's degree in International Business Studies (category 17) (Vicenza) Company Management Mathematics (2004/2005)   4   
Master's degree in Quantitative Methods for Finance (until 2008-2009) Insurance mathematics ( personal and damage insurance) (2004/2005)   10    LEZIONE_1
Bachelor's degree in International Business Studies (category 17) (Vicenza) Mathematics for Economic-Financial Decisions (2004/2005)   4   
Bachelor's degree in International Business Studies (category 17) (Vicenza) Company Management Mathematics (2003/2004)   4     
Bachelor's degree in International Business Studies (category 17) (Vicenza) Mathematics for Economic-Financial Decisions (2003/2004)   4     
Masters in Banking and Insurance Economics (cat. 84/S) Personal Insurance Techniques (2003/2004)   4   
Masters in Company Economics and Legislation (cat. 84/S) Personal Insurance Techniques (2003/2004)   4   
Bachelor's degree in International Business Studies (category 17) (Vicenza) Company Management Mathematics (2002/2003)   4     
Bachelor's degree in International Business Studies (category 17) (Vicenza) Mathematics for Economic-Financial Decisions (2002/2003)   4     
Specialized Degree in Quantitative Methods for Finance ( Cat. 91/S) Personal Insurance Techniques (2002/2003)   4   
Bachelor's degree in International Business Studies (category 17) (Vicenza) Mathematics for Economic-Financial Decisions (2001/2002)   4     

 
Skills
Topic Description Research area
JEL C61 - Optimization Techniques; Programming Models; Dynamic Analysis Covers theory and methods for optimization problems. Linear programming and mathematical programming. Vector optimization and duality models. Economic applications to the problems of optimal investment choices under conditions of uncertainty and portfolio optimization. Estimation of the parameters of financial models including a risk-neutral assumption and calibration of the models. Metodi quantitativi per l’economia
Mathematical and Quantitative Methods C1-C6,C8 - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
JEL G11 - Portfolio Choice; Investment Decisions This reseach field studies optimal investment and consumption using financial assets and insurance policies. Both methodological (modelling and calibration) and practical (impact on short and long term behavior) aspects are investigated. Finanza quantitativa
Financial Economics G1-G3 - General Financial Markets
JEL G12 - Asset Pricing; Trading volume; Bond Interest Rates Research on asset pricing focuses on two main topics: modelling interest rates, with the aim of pricing bonds and derivatives, and modelling stocks, to study the main factors which determine their price variation. Finanza quantitativa
Financial Economics G1-G3 - General Financial Markets
JEL G34 - Mergers; Acquisitions; Restructuring; Corporate Governance Analysis of the conposition of the Board of Directors, diversity and efficacy. Effects of interlocking directorships. Analysis of the effects of regulatory and legislative reforms. Finanza quantitativa
Financial Economics G1-G3 - Corporate Finance and Governance
MSC 60H30 - Applications of stochastic analysis Applications of continuous-time stochastic processes in economics and finance. Analysis of pricing problems and contingent claims. Studies of problems of risk management and applications of measures of risk. Metodi quantitativi per l’economia
Probability theory and stochastic processes - Stochastic analysis
MSC 62P05 - Applications to actuarial sciences and financial mathematics Risk modelling in insurance and finance, in particular credit risk with the development of credit scoring models and algorithms; calibration of the probabilities of defaults; market segmentation. Metodi quantitativi per l’economia
Statistics - Applications
MSC 65C05 - Monte Carlo methods Monte Carlo methods for estimating and predicting dynamic models, such as Markov chain Monte Carlo, particle filters and sequential Monte Carlo. Applications of these methods to economic and financial field. In particular, applications for the numerical solution of stochastic differential equations forward-backward. Also covers Longstaff-Schwartz regression methods for the solution of Snell envelopes and applications in the counterparty risk field. Metodi quantitativi per l’economia
Numerical analysis - Probabilistic methods, simulation and stochastic differential equations
MSC 91G80 - Financial applications of other theories (stochastic control, calculus of variations, PDE, SPDE, dynamical systems) Among the main applications of stochastic optimal control theory one finds mathematical finance. Indeed, many decision problems are formulated in terms of optimization on continuous-time stochastic models. We find typically: hedging problems, portfolio optimization, risk management and optimal stopping. Finanza quantitativa
Game theory, economics, social and behavioral sciences 91G - Mathematical finance
Projects
Title Starting date
Valutazione, gestione e copertura del rischio di credito 1/1/03
Metodi e modelli per valutazioni finanziarie in ambito certo ed aleatorio 1/1/03
Misure Var per la valutazione di forme assicurative index - linked 1/1/02




Chairperson
  • Scientific Committee for the 1st level University Master in Expert in Economics, Administration and Management of Internationalization Processes for Small to Medium sized Companies (PMI)
Referent posts held
Referente del preside per i corsi di laurea a Vicenza - Economics

Bruno Giacomello
Office Collegial Body
Teaching Staff Body for the Doctorate in international research in Economics and Finance
component Collegio didattico di Economia Aziendale - Department Business Administration
component Collegio didattico di Economia e Commercio - Department Economics
Scientific Committee for the International Masters Degree in Business Administration
component Consiglio dei Corsi di Laurea e Laurea Magistrale con sede a Vicenza/Consiglio Didattico del Polo Scientifico Didattico di "Studi sull'Impresa"
component Economics Department Council - Department Economics
Personale Docente del Dipartimento di Scienze Economiche