LORENZO MERCURI
Lorenzo Mercuri, PhD, is a researcher in Financial Mathematics (MAT-06) at the Department of Economics, Management and Quantitative Methods (University of Milan).
He collaborates with a team of international researchers for the development of the international project (YUIMA) for the simulation and estimation of stochastic processes.
He has a lot of teaching experience for postgraduate courses that deal with advanced numerical issues in the area of quantitative finance.
His research is focused on option pricing, risk management, computational statistics and estimation of stocastic processes.