Alessandro Gnoatto

AlessandroGnoatto,  March 1, 2018
Position
Associate Professor
Academic sector
SECS-S/06 - MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES
Research sector (ERC)
C - Mathematical and Quantitative Methods

C6 - Mathematical Methods and Programming

C6 - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling

65 - Numerical analysis

60 - Probability theory and stochastic processes

60H - Stochastic analysis

Telephone
045 802 8537
E-mail
alessandro|gnoatto*univr|it <== Replace | with . and * with @ to have the right email address.

Office Hours

Any time via E-Mail arrangement.
Previo appuntamento via E-Mail.

Curriculum

Specialities: Quantitative Finance, Derivative pricing with focus on xVA, interest Rates, FX and Equities, Numerical methods, in particular Monte Carlo and FFT methods, Risk Management, Risk Measures, Java, Matlab, Stochastic Calculus.

Modules

Modules running in the period selected: 3.
Click on the module to see the timetable and course details.

 
Skills
Topic Description Research area
MSC 60H10 - Stochastic ordinary differential equations Modelli per la finanza in tempo continuo. Metodi quantitativi per l’economia
Probability theory and stochastic processes - Probability theory and stochastic processes
MSC 91B70 - Stochastic models Modelli stocastici per la finanza. MATHEMATICS AND STATISTICS - Game theory, economics, social and behavioral sciences
Quantitative analisys of financial models C15 - Simulation Methods C51 - Model Construction and Estimation C52 - Model Evaluation and Selection C63 - Computational Techniques; Simulation Modeling G13 - Contingent Pricing; Futures Pricing G17 - Financial Forecasting ECONOMICS - Mathematical and Quantitative Methods