Quantitative finance
Research-informed support for questions in derivative valuation, financial engineering, risk measurement and commodity markets.
Bringing quantitative methods
to practical questions.
Model work, specialist training and professional collaboration in quantitative finance.
Areas of work
From the model to its application.
Model development and validation
Developing, implementing and reviewing financial models, with attention to assumptions, numerical methods and the interpretation of results.
Numerical methods and implementation
Connecting mathematical models to practical calculations, including simulation, calibration and efficient pricing techniques.
Training and executive education
Tailored learning for finance professionals and teams, from quantitative concepts to practical modelling in Excel.
A clear question is a useful starting point.
Alongside my academic work, I have worked as a consultant in the public and private sectors. If you have a modelling question, a development project or a training need, please get in touch to discuss the scope.
A short description of the problem, your intended audience and the outcome you need will help start the conversation.
gianluca.fusai@uniupo.it