Читать книгу The Incomplete Currency - Marcello Minenna - Страница 10

Marcello Minenna, acknowledged by Risk Magazine as the “quant enforcer” and the “quant regulator”, is the head of the quantitative analysis unit at CONSOB (Commissione Nazionale per le Società e la Borsa, the Italian Securities and Exchange Commission), where he develops quantitative models for surveillance and supports the enforcement and regulatory units in their activities. Marcello teaches at several universities and holds courses for practitioners in the field of financial mathematics around the world. He graduated in economics from Bocconi University and received his MA and PhD in mathematics for finance from Columbia University and from the State University of Brescia. He is the author of several publications, including the bestselling Risk Book A Guide to Quantitative Finance.