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MERCURI LORENZO
Positions:
PROFESSORE ASSOCIATO
Academic Department:
Dipartimento di Economia, Management e Metodi Quantitativi
GSD
Gruppo 13/STAT-04 - METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE
Academic field
Settore STAT-04/A - Metodi matematici dell'economia e delle scienze attuariali e finanziarie
Contacts
Ufficio 40, Palazzina Nuova, Via del conservatori n.7, 20122 Milano Italia
lorenzo.mercuri@unimi.it
University Address Book
02503 21555
Research Areas
Projects
Publications
Scientific Awards And Assignments
Cv
Fields (6)
ERC field
PE1_13 - Probability - (2013)
PE1_13 - Probability - (2016)
PE1_14 - Statistics - (2013)
PE1_14 - Statistics - (2016)
PE1_20 - Application of mathematics in sciences - (2013)
PE1_20 - Application of mathematics in sciences - (2016)
Research overview (4)
Discrete time models for volatility index (2012 - )
Independent Component Analysis for risk-parity portfolio allocation (2014 - )
Inference of continuous processes: Theory and Numerical Implementation (2013 - )
Option pricing and stochastic processses (2006 - )
No Results Found
Funded research
The effects of climate change in the evaluation of financial instruments
PRIN2022 - PRIN bando 2022
Project
Scientific Manager
2023
29 months
No Results Found
Publications (37)
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Teaching and research activities with third-party institutions (2)
Position carried out at:
Università degli Studi di MILANO
(01/06/2017 - 01/06/2020)
20170601
Position carried out at:
Università degli Studi di MILANO
(20/12/2013 - 19/12/2016)
20131220
No Results Found
Pdf
lorenzo_mercuri.pdf