معرفی
Denis Veliu is a Lecturer and Head of the Finance and Banking Department at the Faculty of Economics, University Metropolitan Tirana. He also serves as the Coordinator of the Master of Science in Financial Engineering and Risk Management program and teaches subjects such as Mathematics in Finance, Financial Modeling, and Investment and Portfolio Management. Additionally, he is an external lecturer in Graph Optimization at the Polytechnic University of Tirana's Master’s program.
- Education: PhD in Mathematics for Economic and Financial Applications (2015, Sapienza Università di Roma).
Research Interests focus on financial mathematics, computational finance, and quantitative finance, with applications in portfolio optimization, risk parity strategies, and numerical methods for option pricing. His work bridges mathematical rigor with practical financial modeling challenges.
Publications highlight his expertise in optimizing ETFs through risk parity, analyzing transaction costs in asset allocation, and developing numerical schemes for American options. These works reflect interdisciplinary trends in finance, mathematics, and computational methods.
