Teaching

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Among other courses, I taught:

"Rare Events Simulation", Ecole Normale Superieure, Paris, France (2005).

"Metodi numerici probabilistici", Master "Calcolo Scientifico", University of Rome "Sapienza" (2006)

"Inferenza statistica", Doctoral school in "Mathematical Finance", University of Rome "Sapienza" (2011)

"Probabilità e applicazioni alla finanza", University of Rome LUISS "Guido Carli" (2017-2018).

"Topics on Hawkes Processes", University of Bologna, Workshop in Quantitative Finance, (2020).