Francesco Rotondi

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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
Battauz, Anna; Rotondi, Francesco
2024
Rotondi, Francesco
Effective binomial discretizations of bivariate diffusion processes
2024
Selected Publications
Battauz, Anna; Ortu, Fulvio; Rotondi, Francesco

Arbitrage theory in discrete and continuous time

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