Francesco Rotondi

Francesco Rotondi is a Tenured Lecturer in the Department of Finance at Bocconi University, specializing in the Mathematical Methods of Economics, Finance, and Actuarial Sciences. He serves as Assistant to the Director of the MSc Finance program under Prof. A. Battauz and coordinates the MaFinRisk Specialized Master in Quantitative Finance and Risk Management. Previously, he was a postdoctoral researcher at the University of Padova's Department of Mathematics. His educational background includes a B.Sc. in Mathematics (University of Padova), a double M.Sc. in Quantitative Finance (University of Bologna and Ludwig Maximilian University of Munich), and a Ph.D. in Economics and Finance from Bocconi University.

Research interests focus on quantitative finance, including asset/derivatives pricing, empirical finance, and econometrics. Notable works include studies on energy markets (natural gas, crude oil) and machine learning applications in trading strategies. He teaches advanced courses such as Financial Econometrics, Probability & Stochastic Calculus, and Fintech & Machine Learning for Finance.

His publications appear in journals like Energy Economics and Risks, covering topics like barrier options valuation and stochastic interest rates. Despite no explicitly stated awards, his work demonstrates significant contributions to computational finance and financial engineering.