Cherubini, Umberto
Umberto is Associate Professor of Mathematical
Finance at the University of Bologna, and partner
in Polyhedron Computational Finance, Florence,
Italy. He is fellow of FERC, Cass Business
School, London and Ente Einaudi, Bank of Italy,
Rome.
Umberto is supervisor of the Market Risk Area at
the risk management education program of the
Italian Banking Association (ABI). He is a
Umberto is Associate Professor of Mathematical
Finance at the University of Bologna, and partner
in Polyhedron Computational Finance, Florence,
Italy. He is fellow of FERC, Cass Business
School, London and Ente Einaudi, Bank of Italy,
Rome.
Umberto is supervisor of the Market Risk Area at
the risk management education program of the
Italian Banking Association (ABI). He is a
| Risk Knowledge Network, Inc. |
Risk Who's Who™
member of the independent screening committee of TLX, the new Italian
structured products market.
Umberto has also taught graduate finance courses at Catholic University in
Milan, Hitotsubashi University in Tokyo. Before joining the academia, he
was with the Economic Research Department of Banca Commerciale
Italiana, where he was Head of the Risk Management Unit.
Umberto has authored numerous articles published in respected journals.
He has co-authored ‘Structured Finance: The Object-Oriented Approach’
(Wiley ’07), ‘Copula Methods in Finance’ (Wiley ’04), ‘Mathematical
Finance: Visual Basic for Excel Applications’ (McGraw-Hill ’02, in Italian),
and ‘Financial Risk’, (McGraw-Hill ’01, in Italian). He has also contributed
chapters to many books. He speaks frequently at leading events by industry
bodies, particularly on issues of correlation risk, and holds courses for
professionals in the market and regulatory bodies in Italy and abroad.
Umberto holds an undergraduate degree with a major in Economics from
the University of Florence and an MA in Economics from New York
University GSAS.
structured products market.
Umberto has also taught graduate finance courses at Catholic University in
Milan, Hitotsubashi University in Tokyo. Before joining the academia, he
was with the Economic Research Department of Banca Commerciale
Italiana, where he was Head of the Risk Management Unit.
Umberto has authored numerous articles published in respected journals.
He has co-authored ‘Structured Finance: The Object-Oriented Approach’
(Wiley ’07), ‘Copula Methods in Finance’ (Wiley ’04), ‘Mathematical
Finance: Visual Basic for Excel Applications’ (McGraw-Hill ’02, in Italian),
and ‘Financial Risk’, (McGraw-Hill ’01, in Italian). He has also contributed
chapters to many books. He speaks frequently at leading events by industry
bodies, particularly on issues of correlation risk, and holds courses for
professionals in the market and regulatory bodies in Italy and abroad.
Umberto holds an undergraduate degree with a major in Economics from
the University of Florence and an MA in Economics from New York
University GSAS.
 |
| |
 |
| |
 |
| |
 |
| |
 |
| |
 |
| |
 |
| |
 |
| |
 |
| |
 |
| |
 |
| |
 |
| |
 |
| |
 |
| |
 |
