Curriculum Vitae

SDA Fellow

Degree in Physics, Instituto Tecnologico de Monterrey, Mexico, 1991
Ph.D. in Applied Mathematics, University of Cambridge, 1997


Academic position and/or professional activities

Contract Professor, Department of Finance, Bocconi University, Milan, Italy


Research Interests

  • Quantitative Finance
  • Financial Derivatives
  • Quantitative Risk Management
  • Couterparty Credit Risk, XVA