Mario Dellera
Reviewer @Taylor & Francis Group
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WORK HISTORY
Reviewer @Taylor & Francis Group
EDUCATION
Cambridge Spark
Master, Data Science&Artificial Intelligence
Università degli Studi di Bergamo
PhD, Computational Finance
Università di Pisa
PhD Applied Mathematics, Quantitative Finance
Università di Pisa
Master's Degree, Theoretical Physics
USI Università della Svizzera italiana
Visiting PhD, Finance
Harvard University
Master, Neuroscience--from the function of neurons to brain structure
SKILLS
ABOUT MARIO DELLERA
Main SkillsTheoretical Physics, Quantum ComputingMathematical Finance: Modeling and Implementation.Asset Class: Interest rates, FX, Equities, Hybrids, Commodities.Specialist of Derivatives Pricing methods, Stochastic Calculus and PDEs.Numerical methods: Monte Carlo, Finite Difference methods, Spectral decomposition, Path Integral approach, Malliavin Calculus.Forecast and Derivative Pricing by Machine Learning and Neural Network.Time Series Analysis, Gas Storage Optimization, Market Making.Risk ManagementEnergy markets, Renewable Energy, Green energy.Sustainability and ESG metricsCommodities, FX, Interest rates, Equity and hybrid markets Programming Languages and Software • C, C++, C#, R, MatLab, VBA, Python, SPSS, MySql, SAS• Trayport, Bloomberg, Reuters• Robotics software: Labview
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