Associate Professor Bocconi University in Quantitative Methods for Economics Finance and Insurance since 2011, with national qualification for full professorship from 2015. His research activity is concentrated in the area of Quantitative Methods for Economics Finance and Insurance with expertise in Asset pricing, Derivative pricing and hedging. He currently teaches Financial Economics, Advanced Derivatives, Risk Management and the Term Structure of Interest Rates in PhD and Master level courses held at Bocconi University and in other national and international academic institutions. In 2007 he received the price for the best paper of Swiss Econometrics and Finance Society meeting. In 2004 he has been invited visiting scholar of the Finance group of the Anderson School of Management, Univ. of California at Los Angeles and in 1998 of the Niels Bohr Institute for Theoretical Physics and Complex Systems Copenaghen. His research has been presented in leading european and american universities and investment banks and published on leading peer-reviewed journals.