- Phone +44-020-7040-4575
- Fax + 44-020-7040-8580
Teaching and Administration
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Teaching
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City University MSc Financial Economics, Financial Derivatives (since Fall 2005)
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Essex University MSc Finance: Financial Derivatives (Spring 1999, Spring 2000)
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Essex University BSc Finance: Investment (Spring 2000), Corporate Finance (Fall 1998).
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King’s College London MSc Financial Mathematics: Financial Markets (Fall 2002, Fall
2003, Fall 2004).
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King’s College London MSc Financial Mathematics: Exotic Derivatives (Spring 2001, Spring 2002, Spring 2003, Spring 2004).
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King’s College London BSc Mathematics: Probability and Statistics II (Spring 2001).
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City University, London MSc Financial Economics: Topics in Mathematical Finance (since Spring 2006)
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City University, London BSc Economics: Introduction to Financial Derivatives (Spring 2007, 2008)
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Invited Lectures
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ICTP, Trieste, Italy 10-hour course of invited lectures on Financial Mathematics and Option Pricing for the MSc in Applied Mathematics (April 2002, April 2003.) Co-Organized, with M. Marsili, a training programme addressed to nigerian lecturers, and delivered 12 hours course on Financial Derivatives pricing, December 2007).
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Palermo University, Italy 20-hour course of invited lectures on Financial Engineering for the MSc in Quantitative methods and operational strategies for financial risk management(January 2003).
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University of Siena, Italy Two sets of 4-hour lectures on Financial Time Series Analysis and Systemic Risk for the MSc in Economics and Banking (June 2002, June 2003, June 2005, December 2007, December 2008).
Course in Innovative derivatives: Energy, Weather and Credit Contracts (8 hours, as part of the scheme "Corsi per crediti liberi in lingua inglese", May 2007)
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University of Siena, Italy Award of the “Richard Goodwin” fellowship (€11,000) funded by the Monte dei Paschi Foundation to teach a course on Pricing and Hedging of Derivative Securities May 2010
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IMPA, Rio de Janeiro, Brasil A Survey of Exotic Derivatives, delivered to MSc and PhD students at IMPA (6 hours) June 2009.
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Supervision
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Supervisor of several MSc and B.Sc Projects.
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University of Ancona (Italy) External supervisor of one PhD Student, Gabriele Tedeschi, (2007-2008)
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Shared supervisor of 2 PhD students (Marc Jeannin, Zhengjun Jiang).
Currently main supervisor of Polina Kovaleva.
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Main supervisor of Vanessa Mattoissi (completed in February 2011)
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Administration
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City University: Financial Economics MSc Programme Director (since 2005);
Senior Tutor for Research (2005, 2006);
Chair of Departmental Research Committee (since 2005);
Chair of School Research Committee and member of City University Research Committee (2005-2006, 2006-2007);