Francesco Rotondi

I am a Tenured Lecturer in the Department of Finance at Bocconi University in Milan (IT), in the Mathematical Methods of Economic, Finance and Actuarial Sciences Scientific Sector.

At Bocconi University, I am the Assistant to the Director of the MSc Finance, Prof. A. Battauz.

I am also a Coordinator of the MaFinRisk, the Specialized Master in Quantitative Finance and Risk Management.

 

I have been a postdoctoral researcher at the Department of Mathematics at the University of Padova (IT) in the same sector.

I hold a B.Sc. in Mathematics from the University of Padova (IT), a double-degree M.Sc. in Quantitative Finance from the University of Bologna (IT) and the Ludwig Maximilian University of Munich (DE), and a Ph.D. in Economics and Finance from Bocconi University.

Lecturer
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Research interests

My research area is quantitative finance with a focus on asset/derivatives pricing, empirical finance, and econometrics.

Working papers
Rotondi, Francesco
Effective binomial discretizations of bivariate diffusion processes
2024
Rotondi, Francesco
Linking futures and options pricing in the European natural gas market
2024
Selected Publications
Battauz, Anna; Ortu, Fulvio; Rotondi, Francesco

Arbitrage theory in discrete and continuous time

Egea
Teaching
10218
PROBABILITY AND STOCHASTIC CALCULUS
12139
COMPUTATIONAL METHODS AND MACHINE LEARNING
12142
SELECTED TOPICS IN DATA-DRIVEN INVESTMENTS
12268
INTRODUCTION TO COMPUTER PROGRAMMING