معرفی
Umberto Cherubini is a Full Professor of Mathematics for Economic, Financial, and Actuarial Applications at the University of Bologna since 2020 (previously Associate Professor since 1998). He joined the university in 1998 after working at Banca Commerciale Italiana's Economic Research Department, leading the Risk Management and Forecasting Unit. His research focuses on multivariate risk management, copula functions, and quantitative finance applications in macrofinance and systemic risk. He holds a BA from the University of Florence (1984) and an MA from New York University (1988).
He teaches financial economics in master programs at institutions like Bocconi University, Hitotsubashi University, and Johns Hopkins University, as well as training programs for regulators (e.g., Bank of Italy, Consob) and financial institutions (e.g., WBS, Risk Training). He serves as an associate editor for Studies in Economics and Finance and the Journal of Mathematical Finance.
His research explores cutting-edge topics such as q-calculus methods in finance, copula theory applications, and climate risk modeling. He has directed the Graduate Course in Quantitative Finance at the University of Bologna and collaborated with the Tandon School of Engineering at NYU. His work bridges theoretical advancements with practical finance, including derivative pricing, systemic risk assessment, and financial market dynamics.
