Speakers

Joshua Aizenman

Joshua Aizenman joined the faculty at USC in 2013, where he serves as the Dockson Chair in Economics and International Relations. His research covers a range of issues in open economy including commercial and financial policies, crises in emerging markets, foreign direct investment, capital controls, and exchange rate regimes. A common thread of Joshua’s work has been applying a generalized public finance, cost benefit approach to international economics and economic development, recognizing political economy goals and constraints. Joshua also serves as a Research Associate for the National Bureau of Economic Research, and co-editor of the Journal of International Money and Finance. Other affiliations have included teaching and research positions at UC Santa Cruz (served as a Presidential Chair of Economics), Dartmouth (served as the Champion Professor of International Economics), Hebrew University of Jerusalem, University of Chicago GSB, and University of Pennsylvania. Consulting relationships include the International Monetary Fund, the World Bank, the Inter-American Development Bank, the Asian Development Bank, and the Federal Reserve Bank of San Francisco.

Edward I. Altman

Edward I. Altman is the Max L. Heine Professor of Finance, Emeritus at the Stern School of Business, New York University. He is the Director of Research in Credit and Debt Markets at the NYU Salomon Center for the Study of Financial Institutions. Prior to serving in his present position, Professor Altman chaired the Stern School's MBA Program for 12 years.
Dr. Altman was named to the Max L. Heine endowed professorship at Stern in 1988 and his Emeritus status in September 2015.
Dr. Altman was born and raised in New York City and attended N.Y.C. public schools and the City College of New York, graduating with a BA degree in Economics in 1963. He then
went on to pursue a MBA and Ph.D. in Finance from UCLA’s School of Business, receiving the Doctorate in 1967, the same year he married his wife, Elaine Karalus. In 1973, their son, Gregory, was born in Paris, France, where Professor Altman was serving as a Visiting Professor of Finance at Hautes Etudes Commerciales from 1971-early 1973. Dr. Altman returned to France in 1976 and taught a Ph.D. seminar at the University of Paris-Dauphine (Paris IX). Subsequent to his French University experiences, he has been a Visiting Professor in Rio de Janeiro (PUC),
Madrid (CEMFI), Naples (Partenope), Sydney (UNSW, Macquar... more

Matteo Arpe

Matteo Arpe is Founding Partner of Sator Group, Chairman and Chief Executive Officer of Sator S.p.A.. He is Chairman of Arepo PV S.p.A., Arepo LC S.p.A. and Tinaba S.r.l.. He is also Deputy Chairman of Centro Europa Ricerche S.r.l.. Chairman of Banca Profilo S.p.A. and of Arepo BP S.p.A. from June 2009 to December 2014, he was formerly CEO of the Capitalia Group, from July 2003 to May 2007. Mr. Arpe entered the Banca di Roma Group as CEO of Mediocredito Centrale and as designated General Manager of the establishing holding company in October 2001. In 2002 he was appointed General Manager of Capitalia S.p.A., and in July 2003 he became CEO of the Capitalia Group, one of the youngest ever CEOs of a major Italian bank, maintaining the CEO position in Mediocredito Centrale until September 1, 2005. Before joining Capitalia, in 2000, Matteo Arpe worked at Lehman Brothers in London, with responsibility for the European strategic equity activity. He was also named member of Lehman Brothers’ European Investment Banking Executive Committee. Prior to this, he worked in Mediobanca’s Corporate Finance Department from 1987 to 1999, and in 1995 he assumed the coordination of Mediobanca’s equity and bond syndicate underwriting as well as M&A activity. In 1997, he was nominated Central Man... more

Alberto Bagnai

Alberto Bagnai is Associate Professor of Economic Policy at the Department of Economic of the Gabriele d’Annunzio University in Pescara (Italy). His research activity focused on the sustainability of external and public debt in developing economies. His research appeared on journals like Cambridge Journal of Economics, China Economic Review, Open Economies Review, Energy Policy, International Review of Applied Economics, as well as on books published by Palgrave McMillan and Routledge. Since the outbreak of the so-called “sovereign debt” crisis the focus of his research shifted to the Eurozone crisis. Besides his research activity, he intervened in the debate, in an attempt to bring to the general public the views expressed in the scientific literature. His 2012 book Il tramonto dell’euro became a best seller by presenting what is nowadays recognized as the “consensus view” on the Eurozone crisis.

Carlo Andrea Bollino

Carlo Andrea Bollino is graduate in Economics, Bocconi University, Ph. D. in Economics, University of Pennsylvania with Nobel Winner Prof. Lawrence Klein. He is President of the AIEE - Italian Association of Energy Economists. Currently, he is full professor of Economics and Econometrics, University of Perugia and Professor of Energy Economics, University LUISS Guido Carli, Rome. His research interests: Econometric modeling, Consumer behaviour, Energy markets, Policy evaluation, Liberalization policy, Regulation Policy. His previous activities: Chairman, GSE Italy; Past-President for 2007-2008 of IAEE, International Association of Energy Economists; 2001-2012  Vice President  of AIEE,  Advisor to the Minister of Treasury; Economic Consultant for UN, UNCTAD, the US Congress. From 2010-2012 President of Sienergia. Taught Economics also at Universities of Pennsylvania (USA), Campobasso, Sassari and Urbino (Italy). He is author of over 170 scientific publications and articles.

Emiliano Brancaccio

Emiliano Brancaccio (Napoli, 1971) is associate professor of Economic Policy and lecturer in Political Economy and International Economics at the Department of Law Economics Management and Quantitative Methods at the University of Sannio in Benevento, Italy. He is author of articles published in several international academic journals, including the Cambridge Journal of Economics and the Journal of Post Keynesian Economics. He wrote essays published by Palgrave Macmillan, Routledge, Feltrinelli, Il Saggiatore, among others. He was guest speaker in conferences and seminars organized by Università Bocconi di Milano, Scuola Superiore Sant’Anna, Scuola Normale di Pisa, Izmir University, CECE-CEMA Summit Bruxelles, Foundation for European progressive studies, among many others. In the area of ​​popular writings he collaborated with various magazines and newspapers, including l’Espresso, Limes, Il Sole 24 Ore, Financial Times. He was the promoter of two manifestoes againts deflationary policies in the Euro Area signed by many influential members of the international academic community: "the letter from the economists" (Il Sole 24 Ore, 10 June 2010) and "the economists’ warning” (Financial Times, 23 September 2013). He suggested that central banks actually follow a kind of "solvency... more

Thilo Brandis-Meyer

Thilo Brandis-Meyer is professor for Financial and Insurance Mathematics at the Department of Mathematics of the University of Munich. He holds a Master in Probability and Finance from the University of Paris VI, a Master of Business Administration from E.M.Lyon, and a PhD in Financial Mathematics from the University of Oslo. Further, he gained professional experience as quantitative analyst within the financial industry, as well as he does consulting for the energy and finance/insurance sector. His research interests cover topics such as systemic risk, hedging and portfolio optimization under model uncertainty, stochstic (partial) differential equations with applications in finance, and energy finance. He regularly publishes in leading academic journals and speaks on academic and practitioner's conferences.

Damiano Brigo

Damiano Brigo is Chair of Mathematical Finance (MF) and Stochastic Analysis and co-Head of the MF group at Imperial College London. Damiano's previous roles include Gilbart Professor and Head of Group at King's College London, Director of the Capco Institute, Managing Director and Global Head of Quantitative Innovation in Fitch Ratings, Head of Credit Models in Banca IMI, Fixed Income Professor at Bocconi University in Milan, and Quantitative Analyst at Banca Intesa.
Damiano worked on quantitative analysis of counterparty risk, interest rates-, FX-, credit- and equity- derivatives, risk management and structured products, and funding costs and collateral modelling.
Damiano published 80+ works in top journals for Mathematical Finance, Systems Theory, Probability and Statistics, and books for Springer and Wiley that became field references in stochastic interest rate and credit modeling. Damiano is Managing Editor of the International Journal of Theoretical and Applied Finance, he is in the board of Mathematics of Control, Signals and Systems, Credit Review, Applied Mathematical Finance, and has been the most cited author in Risk Magazine in 2006, 2010 and 2012. His current interests include valuation, risk measurement, funding liquidity, counterparty risk, stochasti... more

Dario Cardilli

Dario Cardilli is Chairman of the Board of Directors in Advance Sim, Senior Advisor in Quantyx Advisors, Commercial Partner of KPMG. Before that he has been In Unicredit Group from 2008 to 2015, in Group Risk Management for two years and previously as Managing Director of Unicredit Pension Fund, Directors and member of Investment Committee of Effepilux SICAV and Effepilux Alternative, member of Investment Committees and Advisory Boards of many other investment funds. In the past, Dario has been working from 1990 to 1999 in the Banking Supervision Department of Bank of Italy, and has been Head of Risk Management of Capitalia Banking Group until 2007. In his career Dario has added a strong managerial experience to a solid background in quantitative finance and risk management.

Álvaro Cartea

Álvaro Cartea is a Lecturer in Mathematical Finance in the Department of Mathematics, University of Oxford and an academic member of the Oxford-Man Institute. Before coming to Oxford Álvaro was a Reader in Mathematical Finance at University College London, Associate Professor of Finance at Universidad Carlos III, Madrid-Spain, and Lecturer (with tenure) in the School of Economics, Mathematics and Statistics at Birkbeck-University of London. He was previously JP Morgan Lecturer in Financial Mathematics, Exeter College, University of Oxford. Álvaro obtained his Doctorate from the University of Oxford in 2003.

Stefano Del Punta

Mr. Stefano Del Punta (Rome, 1960) Chief Financial Officer of Intesa Sanpaolo, appointed to the post in May 2013. Graduated in Economics at the University of Rome. Since 1988 he worked for IMI S.p.A within the Finance and Investment Division. In 1992 he was transferred to London at IMI Securities Ltd and at the end of the same year he became General Manager of IMI-CPR in Paris. In 1994 Mr. Del Punta was appointed Responsible for Risk Control and Planning at IMI Bank Luxembourg. In 1995 he became Managing Director of Mabon Securities (IMI Group) in New York. In 1997 he was appointed General Manager of Turis A.G. (IMI Group). In April 1998 he went back to the IMI headquarter in Rome as Responsible of the International Loans Department. After the merger with Sanpaolo Bank, he was appointed Head of the International Corporate and Structured Finance Division. After a short period at Banco di Napoli as Head of Planning & Control, Mr. Del Punta became Head of Group Finance of Sanpaolo IMI in April 2002. In 2007, after the merger with Banca Intesa, he became Treasurer of Intesa Sanpaolo S.p.A. In addition, he is also Member of the Board of Directors of MTS S.p.A, of the Board of Banca IMI S.p.A in Milan and of Fondo Interbancario di Tutela dei Depositi.

Gianluca Fusai

Gianluca Fusai is a Full Professor of Mathematical Finance at U. Studi del Piemonte Orientale, Italy, and PT-Reader at Faculty of Finance, Cass Business School, UK. His interests focus on Financial Engineering, Numerical Methods for Finance and Energy Markets. His recent research focuses on Counterparty Credit Risk with applications to Commodity Markets. He has published extensively on these topics. He has also coauthored two books, Implementing Models in Quantitative Finance: Methods and Cases, Springer-Finance ed. and the Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Management, Wiley Finance.

Roland Füss

Roland Füss is Full Professor of Real Estate Finance at the University of St.Gallen and Member of the Board of the Swiss Institute for Banking and Finance s/bf-HSG and of the School of Finance. He is also a Research Associate at the Centre for European Economic Research (ZEW), Mannheim, Germany. He studied economics at the University of Freiburg, Germany, from which he also obtained his doctoral degree and «habilitation». Prof. Füss is a member of the editorial board of several academic journals. His main research topics are in the field of asset pricing, portfolio optimization, real estate finance and economics, risk management, and applied financial econometrics. Prof. Füss has authored numerous articles in economics, finance, and real estate journals such as Journal of Financial and Quantitative Analysis, Review of Finance, Journal of Economic Dynamics and Control, Journal of Money, Credit and Banking, Journal of Banking and Finance, and Real Estate Economics

Hélyette Geman

Hélyette Geman is a Professor of Finance at Birkbeck, University of London where she is the Director of the Commodity Finance Centre and Research Professor at John Hopkins University. She is a graduate of Ecole Normale Superieure in Mathematics, holds a Masters degree in Theoretical Physics and a PhD in Probability from the University Pierre et Marie Curie and a PhD in Finance from the University Pantheon Sorbonne. In 1993, she became  'Professeur Agrege des Universites' in Management and Juridicial Sciences. For the last 18 years a scientific advisor to major banks, energy and mining companies as well as commodity houses, covering the spectrum of interest rates, catastrophic risk, crude oil and electricity, metals and agriculturals. She was previously the Head of Research at Caisse des Depots in Paris. Professor Geman was the first president of the Bachelier Finance Society and has published more than 115 papers in top international finance and insurance Journals.

Antonio Guglielmi

Antonio Guglielmi is Managing Director Head of Mediobanca Research, EU banks strategy, Italian and French banks coverage and macro Number 1 EU banks analyst and top 20 worldwide by Bloomberg for stock picking and accuracy of recommendations 18 years experience at Salmon Smith Barney (1997-2000), Merrill Lynch (2000-2010) and Mediobanca (since 2010)

Chris Harris

Chris Harris is honorary fellow of energy policy at Exeter University following a period as Visiting Professor of Sustainable Power Distribution at Bath University. He has PhD’s in engineering and economics and has written four books on economics as applied in electricity. He is regulation director at RWE npower in the UK.

Antonio Juliano

Antonio Juliano took his first Master Degree in Chemistry at La sapienza and has also a Master in Mathematical Trading and finance at Cass Business School focused on how to control risk and understand the complex structure of derivative securities. He started his career working for one of the biggest Oil inspection companies (Intertek Caleb Brett) where he learnt about oil physical delivery including troubleshooting loading and discharge issues, quality issues, blending off spec cargoes. He joined Itochu (Oil trading House) as Market Risk manager in 2005 where he was responsible of controlling the books ( calculate limits, VaR etc) ,hedging plan and execution. Since 2012 he works at Platts as Commodity Risk Solutions Manager-EMEA. He is responsible for the development of products used by risk management community and this include quantitative curves, assessed curves using Platts methodology and volatility products.

Rüdiger Kiesel

Rüdiger Kiesel heads the chair for “Energy Trading and Financial Services” at the University Duisburg-Essen. Previously he has been Director of the Institute for Mathematical Finance at the University of Ulm. He also held positions as Lecturer and Reader for actuarial science and financial mathematics at Birkbeck College, University of London and London School of Economics. He was a Visiting Professor at the Center for Mathematics for Applications, Oslo University. His main research areas are risk management for power utility companies, modeling of electricity markets, valuation and hedging of derivatives (interest-rate, credit- and energy-related), methods of risk transfer and structuring of risk (securitization).

Kilian Lutz

Lutz Kilian, Professor of Economics, received his Ph.D. in Economics from the University of Pennsylvania in 1996 and his M.A. in Development Banking from The American University in 1988. He joined the faculty at Michigan in 1996. Prior to his Ph.D., he worked for the research department of the Inter-American Development Bank in Washington, DC. During 2001-03 he served as an adviser to the European Central Bank in Frankfurt/M., Germany. Professor Kilian has been a research visitor at the Federal Reserve Board, the European Central Bank, and the International Monetary Fund. He has also been a consultant for the International Monetary Fund, the Inter-American Development Bank, the World Trade Organization, the European Central Bank, the Bank of Canada, the European Parliament, and the U.S. Energy Information Administration, among others. Professor Kilian has published over 80 articles. His work has appeared in leading general interest and field journals in economics and statistics. His research interests include time series econometrics, empirical macroeconomics, and energy economics.

Marcello Minenna

Marcello Minenna is Head of Quants at Consob, PhD Lecturer at London Graduate School of Mathematical Finance and adjunct professor of Quantitative Finance at the Bocconi University. He worked out pioneering results in the field of quantitative methods applied to the surveillance of financial markets focused on insider trading analysis, market abuse detection and risk disclosure of structured productsthrough synthetic indicators. In several public consultations these indicators have received the support of distinguished members of the international academia. For his work he has been cited as Quant Enforcer and Quant Regulator by Risk magazine. Minenna is one of the European economists that propose a radical change of ECB policy, from an inflation target to an interest rate target, in order to achieve a substantial levelling of the real interest rates among the Eurozone countries (the zero spread strategy). This would imply also the use of unconventional monetary measures, up to a partial debt monetization by the ECB. This idea had some resonance in the national press and abroad.

Andrea Roncoroni

Andrea Roncoroni is Professor of Finance at ESSEC Business School (Paris-Singapore) and Visiting Fellow at Bocconi University (Milan). He is heading the Energy and Commodity Finance (ECOMFIN) Research Center at ESSEC and serves as an Associate Editor for the Journal of Energy Markets and the Journal of Commodity Markets; as a Co-Editor of Argo Review; and as a Guest Editor of the Special Issue on "Commodity and Energy Markets" of The Journal of Banking and Finance. Andrea holds PhD’s in Applied Mathematics and in Finance. His research interests primarily cover energy and commodity finance, quantitative financial modeling, risk analysis, corporate financial risk management, derivative security design, and price econometric and simulation. He put forward the threshold model for price simulation in spiky electricity markets, and devised FloRisk MetricsTM, an effective analytical tool to monitor and manage corporate financial exposure. Andrea published in academic journals (e.g., J. Business, J.Banking & Finance, J. Economic Dynamics & Control, J. Energy Markets), professional reviews (e.g., Argo Rev.), and financial book series (e.g., Implementing Models in Quantitative Finance, Springer Finance, Handbook of Multi-Commodity Markets and Products, Wiley). He is chair organi... more

Pietro Rossi

Pietro Rossi is a senior financial analyst within the Market Risk Group at Prometeia, specializing in the development of analytical tractable approximation for exotic option, and Monte Carlo technique. He has a Ph.D. in physics from NYU, was postdoctoral research associate at Cornell University and the University of California in San Diego. Later he worked for Thinking Machines (TMC), a Boston based start-up where he contributed to the development of the massively parallel computers CM2 and CM5. After the TMC experience he was director of the parallel computing group at the Center for Advanced Studies, Research and Developments in Sardinia, and subsequently he worked as Senior Scientist at ENEA in the high performance computing division. His scientific activity has been mainly in theoretical particle physics and computer science, while his most recent work deals with the use of Fourier Transform in finance.

Elisa Scarpa

Elisa Scarpa is Head of Market Analysis, Forecasting and Structuring at Edison Trading S.P.A since 2007. Her activities concern the development of trading strategies on power, oil, gas and CO2 markets and the implementation of pricing models for structured energy products. Before joining Edison Trading, Elisa has been involved for four years in several projects at Fondazione ENI Enrico Mattei in the International Energy Market Unit. She holds a degree in Economics from Bocconi University (Milan) and a master’s degree in Energy Finance and Trading from Politecnico of Milan. She is the author of papers on commodity finance and price forecasting.
She conjugates the activity at Edison Trading with lectures on Energy economics and Energy fondamentals at Università Statale and Politecnico in Milan.

David G. Stack

David G. Stack holds  a MSc in Agricultural Economics at University Dublin College. He is the founder and managing Director of Agrimax  Consulting company  since 2002. He has worked as Director of Agricultural Commodities  at Barclays Capital, New York  from 2005 to 2008, and at  Bunge Global Agribusiness from  2003 to 2004.  Vice President of  Agricultural Derivative Group at Louis Dreyfus Corporation from 96-2002 . Director of  Clean Fuels Trading at Enron  Capital and Trade Resources in 94-95. He does consultancy in all sectors of global commodities. He understands both global trading of physical commodities, as well as financial derivatives and financial markets. In the last three years he has participated to research projects on commodity dynamics understanding and modeling funded by Sapienza University of Rome. He teaches regularly Applied Energy Markets at ESCP and Milano Bicocca since 2013

Marti G. Subrahmanyam

Marti G. Subrahmanyam is the Charles E. Merrill Professor of Finance and Economics in the Stern School of Business at New York University. He holds a degree in mechanical engineering from the Indian Institute of Technology, Madras, and a post-graduate diploma in business administration from the Indian Institute of Management, Ahmedabad. Both institutions conferred on him their Distinguished Alumnus Award. He earned a doctorate in finance and economics from the Massachusetts Institute of Technology. Professor Subrahmanyam has published over one hundred articles in leading academic journals and several books in the areas of corporate finance, capital markets and international finance. He has served on over sixty doctoral dissertation committees and has chaired over thirty five of them. He has been a visiting professor at leading academic institutions around the world. Professor Subrahmanyam currently serves on the editorial boards of many academic journals and was the founding editor of the Review of Derivatives Research. He has won many teaching awards including New York University’s Distinguished Teaching Medal. He has served as a consultant to several institutions around the world. He also sits on the boards of several companies, in Asia, Europe and North America, and has ser... more

Pietro Veronesi

Pietro Veronesi is the Roman Family Professor of Finance at the Booth School of Business of The University of Chicago, where he teaches Masters and PhD-level courses in Finance. Published in leading academic journals and honored by numerous awards, his research focuses on stock and bond valuation, return predictability, bubble and crashes, and the relation between asset prices and government policies. Dr. Veronesi is a research associate of the National Bureau of Economic Research and a research fellow of the Center for Economic and Policy Research. He previously served as co-editor of the Review of Financial Studies and is currently serving on the Board of Directors of the American Finance Association.

Rafał Weron

Rafał Weron is Professor of Economics and Head of the Economic Modeling Group in the Department of Operations Research, Wrocław University of Technology, Poland. His research focuses on developing risk management and forecasting tools for the energy industry and computational statistics as applied to finance and insurance. His other interests include agent-based modeling, computational economics, derivatives pricing, financial engineering, stochastic modeling and time series analysis. Over the last 20 years Rafał has built an impressive international reputation in modeling and forecasting power market processes and computational statistics. He is ranked in the “Top 1%” (according to the Average Rank Score) in the IDEAS/RePEc world ranking of economists. He is member of the Statistics and Econometrics Committee of the Polish Academy of Sciences (KSiE PAN) and serves on the Editorial Boards of ARGO, Computational Statistics, Journal of Energy Engineering, Journal of Energy Markets, and Operations Research and Decisions. He is the author of the widely acclaimed “Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach” (Wiley, 2006) and co-author of four other books. He has also published over 80 peer-reviewed book chapters and journal articles (most notably... more

Stavros Zenios

Stavros Zenios is Professor of Finance and Management Science at University of Cyprus, Adjunct Professor with the Norwegian School of Economics and Senior Fellow at The Wharton School Financial Institutions Center. He is currently holder of a Maria Sklodowska-Curie Fellowship. He served as vice-chairman of the Cyprus Council of Economic Advisors and on the Board of the Central Bank of Cyprus. He published more than 130 articles in leading international journals in risk management, financial engineering and management science. He authored two books and edited several more. He received awards for his work on the performance of financial institutions and for his book «Parallel Optimization». He was recipient of the 2006 EURO Excellence in Practice Award for work on personal financial planning. His book with Patrick Harker on the «Performance of Financial Institutions» was translated in Chinese.