Over the years, I have taught a range of subjects within Quantitative Finance. At the University of Florence, I currently teach the undergraduate module Quantitative Risk Assessment Tools, the master’s course Portfolio Choice and Bond Markets, and a PhD short course in Default Risk Modelling, delivered as part of the National PhD Programme in Scientific, Technological and Social Methods Enabling Circular Economy at the University of Padua.

Previously, I contributed lectures to the Insurance and Risk Models module and the Workshop in Probability for Economics and Finance at the University of Florence. As a visiting lecturer, I also taught Derivatives, Trading and Hedging (undergraduate) and Corporate Risk Management (master’s) at Bayes Business School, City St George’s, University of London.

In addition, I have served as a teaching assistant for several courses, including Financial Engineering, Mathematical Finance, Stochastic Modelling Methods in Finance, and Derivatives and Risk Management (Bayes Business School); Data and Time Series Analytics, Data Analytics for Finance, and Decisions and Risk Analysis (London Business School); Mathematical Methods for Economics (Scuola Superiore Sant’Anna di Pisa); and Mathematics, Financial Mathematics for Business, and Introduction to Programming in MATLAB (Ca’ Foscari University of Venice).

Teaching Materials

I also train high school teachers on more effective approaches to teaching financial mathematics (these slides are in Italian).