Roberto Renò

Foto web,  September 13, 2019
Position
Full Professor
Academic sector
STAT-04/A - Mathematical Methods for Economy, Finance and Actuarial Sciences
Research sector (ERC-2024)
SH1_4 - Finance; financial markets

SH1_8 - Econometrics, game theory, decision theory

Research sector (ERC)
SH1_6 - Econometrics; operations research

SH1_3 - Financial economics; monetary economics

Telephone
045 802 8526
E-mail
roberto|reno*univr|it <== Replace | with . and * with @ to have the right email address.
Personal web page
http://dse.univr.it/reno/

Office Hours

Wednesday, Hours 11:00 AM - 12:30 PM,   Polo Santa Marta, Floor 1, room 1.30

Curriculum

Roberto Renò è Professore Ordinario di Matematica Finanziaria presso il Dipartimento di Scienze Economiche dell'Università degli Studi di Verona, in aspettativa dal 2023.

In precedenza è stato Professore Associato di Matematica Finanziaria e Ricercatore presso il Dipartimento di Economia Politica e Statistica dell'Università di Siena.

Si è laureato in Fisica presso l'Università di Pisa e ha conseguito un Perfezionamento (PhD) in Matematica presso la Scuola Normale Superiore di Pisa.

E' stato Visiting Scholar presso la Carey Business School, Johns Hopkins University di Baltimora, negli Stati Uniti, Fernand Braudel Fellow presso l'European University Institute di Firenze, e Visiting Professor presso l'IMT di Lucca.

E' stato professore presso la Carey Business School della Johns Hopkins University, Commissione europea, le Università di Roma "La Sapienza", Roma "Tor Vergata", LUISS "Guido Carli", Palermo, Macerata, Milano-Bicocca, Pisa.

Ha iniziato la sua carriera di ricercatore nel campo della fisica delle alte energia, lavorando tra le altre cose, anche al Fermilab e al CERN. Con la stesura della sua tesi di dottorato "Volatility Estimate via Fourier Analysis", la sua attività di ricerca si è focalizzata sulla matematica finanziaria e sull' econometria finanziaria. I suoi lavori hanno fornito contributi sulla modellizzazione, misura e previsione della volatilità; sulla covarianza e l'effetto leva; sui dati ad alta frequenza, sulla statistica non parametrica; sul rilevamento e la misurazione dei salti; sui modelli per i tassi di interesse. Ha pubblicato numerosi articoli di ricerca su prestigiose riviste internazionali, e presenta il suo lavoro di ricerca con frequenza presso università, enti di ricerca e istituzioni economiche.

Modules

Modules running in the period selected: 23.
Click on the module to see the timetable and course details.

Course Name Total credits Online Teacher credits Modules offered by this teacher
Master’s degree in Banking and Finance Derivatives (2022/2023)   9  eLearning
Bachelor's degree in Economics and Business Financial mathematics (2022/2023)   9  eLearning
Master’s degree in Banking and Finance Derivatives (2021/2022)   9  eLearning
Bachelor's degree in Economics and Business (Verona) Financial mathematics (2021/2022)   9  eLearning
Master’s degree in Banking and Finance Derivatives (2020/2021)   9  eLearning
Bachelor's degree in Economics and Business (Verona) Financial mathematics (2020/2021)   9  eLearning
Master’s degree in Banking and Finance Derivatives (2019/2020)   9  eLearning
Bachelor's degree in Economics and Business (Verona) Financial mathematics (2019/2020)   9  eLearning
Master’s degree in Banking and Finance Advanced Risk and Portfolio Management Bootcamp (3 cfu) - 2019 (2019/2020)   3   
Master’s degree in Banking and Finance Advanced Risk and Portfolio Management Bootcamp (6 cfu) - 2019 (2019/2020)   6   
Master’s degree in Banking and Finance Advanced risk and portfolio management bootcamp (online) (3 cfu) (2018/2019)   3   
Bachelor's degree in Business Administration (Verona) Advanced risk and portfolio management bootcamp (online) (3 cfu) (2018/2019)   3   
Bachelor's degree in Business Administration (Verona) Advanced risk and portfolio management bootcamp (onsite) (6 cfu) (2018/2019)   6   
Master’s degree in Banking and Finance Advanced risk and portfolio management bootcamp (onsite) (6 cfu) (2018/2019)   6   
Master’s degree in Banking and Finance Derivatives (2018/2019)   9  eLearning
Bachelor's degree in Economics and Business (Verona) Financial mathematics (2018/2019)   9  eLearning
Master’s degree in Banking and Finance Derivatives (2017/2018)   9  eLearning
Bachelor's degree in Economics and Business (Verona) Financial mathematics (2017/2018)   9  eLearning
PhD in Economics and Management Lezioni Dottorandi (2017/2018)   10   
Master’s degree in Banking and Finance Derivatives (2016/2017)   9  eLearning
Bachelor's degree in Economics and Business (Verona) Financial mathematics (2016/2017)   9  eLearning
Master’s degree in Banking and Finance Derivatives (2015/2016)   9   
Master’s degree in Banking and Finance Financial risk management (2015/2016)   9   

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  • Insegnamenti di Terza Missione: insegnamenti che fanno parte di Corsi di Studio come Corsi di formazione continua, Corsi di perfezionamento e aggiornamento professionale, Corsi di perfezionamento, Master e Scuole di specializzazione.
Research interests
Topic Description Research area
JEL C58 - Financial Econometrics Covers studies related to econometric modeling of financial markets. Analysis of econometric models with continuous time and its applications in finance. Robust estimates for volatility models of financial returns. Quantitative Methods for Economics
Econometric 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. Quantitative Finance
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. Quantitative Finance
General Financial Markets
JEL G13 - Contingent Pricing; Futures Pricing Evaluation models in the financial field, with applications to the pricing of derivative products (plain-vanilla and exotic), to their coverage, and to the analysis of the associated risks. Quantitative Finance
General Financial Markets
Projects
Title Starting date
High Frequency Liquidity 1/1/17




Chair
  • Comitato scientifico del Corso di Perfezionamento e Aggiornamento Professionale in Risk Management nelle Imprese di Assicurazione
  • Comitato scientifico del Corso di Perfezionamento in Scienze attuariali e risk management nelle imprese di assicurazione

Roberto Renò
Office Collegial Body
member Faculty Board of PhD in Economics and Finance - Department Economics
member Economics Department Council - Department Economics
Consiglio della Scuola di Economia e Management
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