Gianluca Cassese

Gianluca Cassese is Associate Professor of Political Economy at the University of Milano Bicocca and is affiliated with the Institute of Finance (IFin) within the Faculty of Economics at Università della Svizzera italiana (USI). He has been collaborating with USI since 1996 and currently teaches the course on Financial Instruments. His office is located in the Blue Building (PC-006, Level S1) at Via Buffi 6, Lugano.

Education:

• Laurea in Economic and Social Sciences, Bocconi University (1989)
• Master of Science, London School of Economics (1992)
• Ph.D. in Political Economy, University of Ancona (1994)
• Visiting Scholar, Stanford University (1996)

His research centers on the mathematical and theoretical foundations of finance, particularly in asset pricing and arbitrage theory. He works extensively in continuous-time financial modeling and the application of stochastic processes to financial markets. Additional interests include the empirical analysis of derivative markets, the role of asymmetric information, and macroeconomic implications on income distribution. His expertise spans mathematical finance, subjective probability, and financial modeling under uncertainty.

He is actively engaged in research with current projects focusing on arbitrage theory, asset pricing, and financial markets under asymmetric information. His methodological approach integrates rigorous mathematical frameworks with economic theory.

Scientific Awards:

• No awards listed in the provided text.

He has contributed to academic advising and research supervision, though specific students are not named. He has not received any mentioned research grants in the text. Gianluca Cassese is also linked to the Institute of Finance at USI, where he contributes to research and academic activities in financial economics.