Bocconi University

Graduate Student, Finance

Thesis Title: Operational Risk Management With Derivatives

About

I am a passionate student of Finance at Bocconi University in Milan. I am currently enrolled in my penultimate year of studies and will graduate in 2012.

My areas of expertise are:

1) DERIVATIVE TRADING AND RISK MANAGEMENT:
• Classical Black-Scholes-Merton valuation
• Advanced valuation (stochastic vol., CEV, Heston, CRR, lattice, etc.)
• Fractional Brownian Markets and Fractional Valuation.
• Volatility modeling - GARCH, Filtering, etc.
• Exotics & Hybrids - Structuring and risk management of greeks.

2) CORPORATE FINANCE AND INVESTMENT BANKING
• Business Management Principles
• Corporate Finance
• Advanced Accounting - IAS/IFRS, US GAAP
• Advanced Valuation - Value creation through acquisitions, divestitures, mergers, restructuring, structured financing.

3) ECONOMICS
• Microeconomics
• Macroeconomics
• Monetary Economics
• International Economics
• Development Economics
• Natural Resources Economics
• Political Economics
• Public Economics
• Economic History
• History Of Economic Thought

4) PROGRAMMING SKILLS: Matlab, Basic C++, VBA

Please feel free to e-mail me at any time at ggvecchio@libero.it

Contact Information