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Author's profile
Gianluca Fusai
Background
Reader in Mathematical Finance, Faculty of Finance.
Gianluca holds a PhD in Finance from Warwick Business School, an MSc in
Statistics and Operational Research from the University of Essex and a BSc in
Economics from Bocconi University. His research interests focus on Financial
Engineering, Numerical Methods for Finance, Portfolio Selection, and Energy
Markets. He has published extensively on these topics in Mathematical Finance,
Finance and Stochastics, Quantitative Finance, Journal of Banking and Finance,
Journal of Computational Finance, Risk, Annals of Applied Probability and the
International Journal of Theoretical and Applied Finance. Gianluca has
co-authored the textbook 'Implementing Models in Quantitative Finance'
(Springer Finance) and has worked as a consultant in the public and private
sectors. Gianluca also currently holds a position in Financial Mathematics at
the Università del Piemonte Orientale.
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