Alumni 2021/2022
Graduated in 2023
BIANCHI Francesco
Risk Officer at Novum Bank Group Malta
Thesis "An Analysis of Small Businesses Loan Dynamics using inverse probability weighting" Supervisor: Alessio Farcomeni
Graduated in 2023
DI FILIPPO Leonardo
Junior Consultant at BIP
Thesis "Rough Heston Model: Monte Carlo simulation of the volatility surface dynamics" Supervisor: Alessandro Ramponi
Graduated in 2023
ESPOSITO Claudia
Financial Analyst at Mangusta Risk - Thesis: "The Transition from LIBOR to SOFR: A Future Prices Analysis" Supervisor: Ugo Pomante
Graduated in 2024
FAILONI Jacopo
Treasury Analyst at ALD Automotive - Thesis "A new benchmark interest rate: from LIBOR to SOFR" Supervisor:Stefano Herzel
Graduated in 2023
MANCINI Riccardo
Assistant Portfolio Manager at BancoPosta Fondi SGR
Thesis: "An In-Depth Analysis of One-Factor Affine Term Structure Models: Cross-Sectional and Time Series Calibration of Vasicek and CIR Models" Supervisor:Stefano Herzel
Graduated in 2025
SANCAMILLO Tiziano
Junior Credit Analyst at ConTe.it Prestiti - Admiral Group, Thesis: "Stochastic Mortality Modeling and Pricing of Life Insurance Products: Term Insurance and Pure Endowment" Supervisor: Katia Colaneri
Graduated in 2023
ZARRELLI Valerio
Expert at Banca d'Italia - Thesis "Modelling Rough Volatility: The Rough Heston Model" Supervisor:Alessandro Ramponi