Tutor Biographies

Marcello Minenna

Marcello Minenna is the Head of the Quantitative Analysis Unit at CONSOB (the Italian Securities and Exchange Commission). In charge of what Risk magazine addressed as the "quant enforcement", he analyses and develops quantitative models for surveillance and supports the enforcement units in their activities. His last research in this field regards the development of synthetic risk indicators for qualifying inside the prospectus the risk profile of non-equity investment products; this approach includes the estimate of the likely performance of the product and is at the centre of a pan-European debate. Marcello has taught mathematical models for finance in several Italian and foreign universities and is presently teaching Topics in quantitative finance at the universities of Milano Bocconi. He received his PhD and MA in mathematics for finance from the State University of Brescia and from Columbia University. He is the author of several publications including the bestselling book A Guide to Quantitative Finance published by Risk Books.

Paolo Verzella

Paola Verzella is a Senior Analyst at the CONSOB Quantitative Analysis Unit. He was Assistant Professor in Mathematical Finance at Milano Bicocca University and has taught courses in mathematics and finance in Italian Universities namely Bocconi and Politecnico of Milano. Paolo received his Phd in Mathematics for Financial markets from Milano Bicocca University. His research interests focus mainly on Numerical Methods for Option Pricing, Optimisation Problems and Applied Harmonic Analysis and also includes more general areas of finance such as Structured Products and Monte Carlo methods.