Francesco Rotondi

Francesco Rotondi

I am a Lecturer in the Department of Finance at Bocconi University in the Mathematical Methods of Economic, Finance and Actuarial Sciences Scientific Sector. I am also a postdoctoral researcher in the Department of Mathematics at the University of Padova 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
About

I am the Assistant to the Director, Professor Battauz, of the MaFinRisk program (Specialized Master in Quantitative Finance and Risk Management) since a.y. 2020/21.

Research interests

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

Working papers
Fontana, Claudio; Rotondi, Francesco
Valuation of general GMWB annuities in a low interest rates environment
2022
Rotondi, Francesco
On the efficient valuation of barrier options under interest rate risk
2021