معرفی
Gianluca FUSAI is a Professor at the University of Eastern Piedmont 'Amedeo Avogadro', affiliated with the Department of Economics and Business Studies. His research focuses on financial mathematics, derivatives pricing, and risk management. He has contributed to sustainable development goals related to economic risk modeling.
Key research interests include stochastic processes, option pricing, and econometric modeling. His work often addresses practical challenges in financial engineering, such as currency risk conversion and jump diffusion processes in markets.
Recent publications (2024) explore topics like covariance matrix conversion across currencies, jump counting methodologies in financial data, and novel risk-free rate pricing models. He leads projects on climate-transition risk management and insurance capital requirements under Solvency II regulations.
Notable collaborations include projects on indirect climate risk measurement (2023-2025) and counterparty risk management in derivatives, funded by the Italian Ministry of Universities and Research.
