معرفی
Alessandro Gnoatto is a Full Professor at the Department of Economics, University of Verona. He specializes in Quantitative Finance with a focus on derivative pricing (including xVA), numerical methods (Monte Carlo and FFT), risk management, and stochastic calculus. His research involves applications of stochastic analysis and optimization techniques in financial markets.
- Academic Affiliations: Department of Economics, University of Verona
- Committees: Member of the Faculty Board of PhD in Economics and Finance, President of the Collegio didattico di Banca e finanza, and various research and teaching committees.
- Teaching: Teaches modules on Derivatives, Mathematical Finance, Financial Risk Management, and Java programming across Master’s and PhD programs in Banking and Finance.
Research Interests: Explores optimization models, contingent pricing, stochastic differential equations, and computational methods for financial applications. Key areas include portfolio optimization under uncertainty, counterparty risk modeling, and risk measure applications.
Third Mission & Engagement: Engages in public engagement activities and professional training programs, including roles in formazione continua and scientific committees for actuarial science and risk management courses.
