Degree in Statistics and Economics, University of Palermo, Italy, 1991.
PhD in Applied Mathematics to Finance and Economics, University of Palermo, Italy, 1995 .

Research Interests

Computational Finance, Risk Management, Portfolio   Management.
Global Optimization, Stochastic Programming.
Artificial Markets.

Academic Appointments

Professor, University of Palermo, Italy, 2006-today
Associate Professor, University of Palermo, Italy, 2001-2006.
Visiting Research Fellow, University of Cyprus, Nicosia, Cyprus, 2001.
Assistant Professor, University of Calabria, Italy, 1998-2001.
Research Associate, University of Cyprus, Nicosia, Cyprus, 1996-1998.

Courses Taught

Mathematical Finance, Mathematics, Option Pricing.
Portfolio Management, Risk Management.

Consulting Activities

Prometeia s.r.l, Italy: Portfolio management with coherent risk measure, 2002-2003.
Prometeia s.r.l and Unicredit, Italy: Scenario analysis modeling for managing bank excess liquidity, 2001-2002.
Prometeia s.r.l., Italy: A personal asset allocation model for E-Banks, 2001.
Prometeia s.r.l, Italy: Scenario analysis modeling for the insurance industries, 1999-2000.
Banca della Svizzera Italiana, Lugano, Switzerland: Scenario analysis for multicurrency bond portfolios, 1998.
TERRA Computers, Israel: High-performance computing for financial applications, 1996.
Scientific Computing Associates, Yale, USA: High-performance computing for financial applications, 1996.