Alumni 2016/2017
Graduated in 2019
Aurel BARDELI
Operations Manager & Junior Risk Officer at Auriga Asset Management Limited - Thesis: "Attribution of ex-ante performance and risk to market sectors" Supervisor: Ugo Pomante
Graduated in 2019
Andrea BILARDI
Consulente BI at ADVANT S.r.l. - Thesis: "Dimension Reduction Methods and Har: forecasting analysis" Supervisor: Gianluca Cubadda
Graduated in 2019
Carlo BORIN
Risk Methodology Lead at Deutsche Bank - Thesis: "A comparison of wrong-way risk Credit Value Adjustment using different techniques: change of measure, 2D Monte Carlo, Gaussian Copula resampling approach and Basel III" Supervisor: Alessandro Ramponi
Graduated in 2018
Andrea CAGNAZZI
Country Manager at Siemens Healthineers - Thesis: "The reliability of Bitcoin's futures: optimal edge estimation for bitcoin cryptocurrency" Supervisor: Gianni Nicolini
Graduated in 2019
Francesco CALASCIBETTA
IT Project Manager at BNL BNP Paribas - Thesis: "CryptoCoin and Applycation of Financial Derivatives on the ICOs" Supervisor: Gianni Nicolini
Graduated in 2018
Pierluigi CAMEROTA
Strategic Energy Consultant at ENGIE Montreal - Thesis: "Long-term impact of emrger synergies in the healthcare industry" Supervisor: Prof. Vincenzo Farina
Graduated in 2019
Mirko CAPRASECCA
M&A at Poste Italiane - Thesis: "Can market reaction on announcement date affect M&A failure? Evidence from financial deals in the U.S. market" Supervisor: Stefano Caiazza
Graduated in 2018
Jacopo CENTOFANTI
Risk Management Specialist at Banca Ifis - Thesis: "High dimensionality in variance estimation and portfolio allocation" Supervisor: Tommaso Proietti
Graduated in 2019
Andrea CIOLLI
Financial Consultant at Poste Italiane - Thesis: "Target Cumulative Abnormal Return to M&As in US Banking Sector from 2000-2018" Supervisor: Stefano Caiazza
Graduated in 2018
Gennario CROCAMO
CIB Structutred Finance Vice President at Mizuho, London - Thesis: "European call option pricing through artificial neural network and heston's parametrics model: a theoretical and empirical comparison" Supervisor: Stefano Herzel
Graduated in 2018
Simone DE PAOLI
Head of Finance South Center Area at Siemens - Thesis: "Expectile as misure of risk in a portfolio selection" Supervisor: Tommaso Proietti
Graduated in 2019
Maral DELGHANDI
Data Analyst at ANVUR - Thesis: "Impact of Political Events on Stock Market Returns: Empirical Evidence from Tehran Stock Exchange" Supervisor: Vincenzo Farina
Graduated in 2018
Gabriele DI GIACOMO
Vice President at Citi London - Thesis: "Volatility spillovers in visegrad countries" Supervisor: Gianluca Cubadda
Graduated in 2019
Savino DIAFERIA
PMO & Deals Execution at Ifis Npl Investing (Banca Ifis Group) - Thesis: "Merger Arbitrage: Profitability and Risk-Return Characteristic in the Italian Market" Supervisor: Vincenzo Farina
Graduated in 2019
Nicolò FLIPPI
CEO Strategic Support Direction at Intesa Sanpaolo, Milan - Thesis: "The counterparty credit risk and its implication on profit and loss statement and regulatory capital" Supervisor: Stefano Herzel
Graduated in 2019
Federica FORTE
Manager at EY Thesis: "Portfolio Optimization using Conditional Value at Risk: Application and Comparison with the Black-Litterman Model" Supervisor: Ugo Pomante
Graduated in 2018
Simone FORTUNA
CVA Trader at Intesa Sanpaolo - Thesis: "Study on rough volatility" Supervisor: Davide Pirino
Graduated in 2018
Delia INCOGNITO
Senior Consultant at e*finance consulting Reply - Thesis: "The pricing of derivatives with collaterals" Supervisor: Stefano Herzel
Graduated in 2019
Luigi ISERNIA
Public & EU Funds Analyst at Invitalia - Thesis: "Weather risk management for utilities & energy: methodologies for estimating exposure and managing risk" Supervisor: Gianni Nicolini
Graduated in 2018
Jesper KARLSSON
Data & Analytics Consultant at IKAROS, Gothenburg - Thesis: "Transition matrices contional on macroeconomic cycles: a portfolio stress-test application" Supervisor: Stefano Herzel
Graduated in 2018
Rachele Antonella LAURO
Dividend Forecasting Specialist at Bloomberg LP New York - Thesis: "Factor models and machine-learning apporach to explain cross-country open-end equity investment funds' returns" Supervisor: Rocco Ciciretti
Graduated in 2021
Zaur MAMMADOV
Machine Learning Scientist at Sov.ai, Minneapolis, Minnesota, United States Thesis: "Implied Volatility Surface: Difference Between Heston Model And Svi Parametrization" Supervisor:Alessandro Ramponi
Graduated in 2018
Massimo MASTRANTONIO
Vice Area Manager at UniCredit - Thesis: Derivatives trading impact on the CBOE volatility index: empirical analysis from the SEP 500 index and its component stocks Supervisor: Gianni Nicolini
Graduated in 2019
Gianluca MOLINARO
Engagement Manager at Allianz Germany - Thesis: "A Financial Stress Index for Turkey" Supervisor: Gianluca Cubadda
Graduated in 2019
Michela MONTI
Financial Analyst at Invitalia - Thesis: "Shrinkage estimation of the covariance matrix for portfolio optimization: an empirical assessment" Supervisor: Gianluca Cubadda
Graduated in 2019
Victoria ORLOVA
Data Science Team Manager at Modefinance, Trieste - Thesis: "Estimating probability of sovereign defaults" Supervisor: Maura Mezzetti
Graduated in 2020
Saverio PIACENTI
Vice Assistente at Banca d'Italia - Thesis: "Value Creation Effect: Spin Off vs. Equity Carve Out" Supervisor: Vincenzo Farina
Graduated in 2018
Shehan PITIDUWA HEWAGE WEERARATNE
Risk Model Validation Specialist at UniCredit - Thesis: "Modelling XVA using multivariate structural default model with jumps" Supervisor: Alessandro Ramponi
Graduated in 2018
Sara POMPONI
Financial Engineering and Fair Value Measurement at CDP Cassa Depositi e Prestiti - Thesis: "Measuring equity markets connectedness" Supervisor: Tommaso Proietti
Graduated in 2019
Tommaso PORCARO
Manager at Strategy& -Thesis: "Financial Applications of Time-Varying Copulas" Supervisor: Tommaso Proietti
Graduated in 2020
Daniele RUFFA
Team Leader at Aon - Thesis: "The Private Equity funds performance" Supervisor: Vincenzo Farina
Graduated in 2018
Luca SANTABARBARA
Junior Research Analyst at Federcasse - Thesis: "Does the bitcoin improve predictability over the SEP500 index?" Supervisor: Stefano Grassi
Graduated in 2018
Luca SAPIENZA
Quantitative Power Market Analyst at Enel Global Trading - Thesis: "Heston-Nandi and factors on demand: two different approaches for hedging options alternative to black-scholes" Supervisor: Stefano Herzel
Graduated in 2018
Marco SCARPETTA
Quant Analyst at New Holland Capital, LL, New York - Thesis: "Flexible views processing copula opinion pooling" Supervisor: Ugo Pomante
Graduated in 2018
Riccardo SCHIAVON
Financial Valuation Specialist at Enel X, Rome - Thesis: "EUROSTOXX50: two pair trading comparison approaches" Supervisor: Stefano Grassi
Graduated in 2018
Federico SINISI
Power Trader at Enel, Rome - Thesis: "Asset pricing anomalies and factor trading - an empirical analysis on the Swedish market" Supervisor: Stefano Herzel
Graduated in 2019
Luca SMORRA
Corporate Coverage UK at UniCredit London - Thesis: "The Italian market of NPL: Banca IFIS case study" Supervisor: Vincenzo Farina
Graduated in 2018
Silvano ZAPPALÀ
Visiting PhD Student at Poznan University of Technology, Poland - Thesis: "Checking for predictability of asset returns: the role of factor model" Supervisor: Gianluca Cubadda
Graduated in 2018
Riccardo ZINGARO
Portfolio Associate at PIMCO, Ireland - Thesis: "Petroyuan: a multiple regression analysis and arbitrage opportunities" Supervisor: Gianni Nicolini