Claudio Tebaldi

Claudio Tebaldi is an Associate Professor at Bocconi University since 2011 and holds the National Qualification to Full Professorship in Quantitative Methods for Economics, Finance, and Insurance (since 2015). He serves as Editor-in-Chief of the Quantitative Finance journal and Scientific Director of the Bocconi Fintech Lab. His research bridges financial economics and complexity theory, focusing on derivative pricing, risk management, and collective phenomena in economic systems. He has received prestigious awards, including the NFA Best Paper in Derivatives (2019) and the Swiss Econometrics and Finance Society Best Paper (2007). His interdisciplinary work integrates advanced statistical methods like machine learning with economic principles to address systemic risks and regulatory challenges.

Education details are not explicitly provided in the text, but his academic trajectory suggests a strong background in quantitative finance and mathematical physics. His teaching emphasizes problem-solving and technology integration in courses like Advanced Derivatives and Risk Management, catering to diverse student groups from STEM to business executives.

Research collaborations include visits to institutions such as UCLA, NYU, and the Federal Reserve Board. His work often explores the intersection of financial markets and complex systems, with recent contributions to financial contagion modeling, optimal execution strategies, and self-organized criticality in economic fluctuations. Key themes include leveraging interdisciplinary frameworks to understand market dynamics and inform policy-making.

Scientific awards highlight his impact on quantitative finance, including contributions to volatility modeling, risk measures, and pension product design. His advisory roles and institutional engagements underscore his influence in both academic and policy spheres.