Dr. P. Cirillo

publicaties
Bekijk de publicaties in Pure
vakken
2013 - Financial Mathematics
2013 - Credit Risk Modeling and Management
2014 - Credit Risk Modeling and Management
2014 - Financial Mathematics
2014 - Risk Management
2013 - Risk Management
2015 - Modelleren 2A
2012 - Risk Management
2016 - Financial Mathematics
2016 - Credit Risk Modeling and Management
2016 - Risk Management
2016 - Probability for Finance
2015 - Credit Risk Modeling and Management
2015 - Financial Mathematics
2015 - Risk Management
2016 - Modelleren 2A
2018 - Modelleren 2A
2018 - Financial Mathematics
2017 - Risk Management
2015 - Probability for Finance
2017 - Financial Mathematics
2017 - Credit Risk Modeling and Management
2017 - Modelleren 2A
2018 - Risk Management
2019 - Quantitative Risk Management
2019 - Financial Mathematics
2019 - Current Issues in Finance
2019 - Modelling 2A
2019 - Risk Management
2018 - Quantitative Risk Management

zbMATH

Short CV:

Position:
Assistant Professor Tenure-Track of Applied Probability at TU Delft

Education:
- 2012: Habilitation (Venia Docendi) in Applied Statistics, Bern University, Switzerland. 
- 2008: PhD in Statistics, Bocconi University, Italy. 
- 2005: M.Sc. in Economics, Sant’Anna School of Advanced Studies in Pisa, Italy. 
- 2004: M.Sc. in Econometrics, University of Pisa, Italy. 
- 2003: BA Hons. in Mathematics and Statistics for Economics, University of Pisa, Italy.

 Research interest:

- Risk Analysis, in particular shock and default models in economics and finance, credit risk and multivariate risks.
- Urn models and combinatorial stochastic processes.
- Econophysics and agent-based models (statistical validation).

Co-authors:
Jürg Hüsler (University of Bern), Pietro Muliere (Bocconi University), Marco Bonetti (Bocconi University), Mauro Gallegati (Ancona University), Marco Raberto (Genoa University and Reykjavik University), Carlo Bianchi (Pisa University),Pietro A. Vagliasindi (Parma University), Giuseppe Bruno (Bank of Italy).

Homepage:  www.pasqualecirillo.eu