Riccardo Cesari

Born in Bologna on 7 September 1958.

Member of IVASS Board of Directors since 1 January 2013. His mandate has been renewed for a further period of six years, with presidential decree of 20 June 2019.

Since 2001 he has been Professor of Mathematical Methods for Economics and Actuarial and Financial Sciences at the University of Bologna.

In 1994, after obtaining a D.Phil from the Oxford University with a dissertation on Financial Economics, he became an associate professor at the University of Lecce and, since 1996, full professor at the University of Bologna.

From 1984 to 1994, after being awarded the "Giorgio Mortara" scholarship he worked at the Bank of Italy, first at the Research Department and then at the offices in Bologna and Trieste.

He graduated in Statistics and Economics at Alma Mater - University of Bologna (1983).

He directed an Advanced Training Course in Supplementary Pension Economics and Law and was scientific director of a second-level university Master and a Master's degree in Quantitative Finance.

He carried out research activities in financial matters, with special regard to the interest rate term structure, the valuation of structured securities, the analysis of unit trusts and pension funds, forecasting models of financial markets and of strategic and tactical optimal financial allocation, implicit guarantees in insurance contracts and solvency problems in life and non-life insurance.

He is referee of several international journals and author of books and articles published in the specialist press at the national and international level. Some contributions have been published in daily newspapers (Corriere della Sera, Il Sole 24 Ore) and on the internet (www.lavoce.info, www.voxeu.org, www.crusoe.it). Among his most recent publications there are: "Tfr e fondi pensione", Il Mulino, 2007; "Introduzione alla Finanza Matematica. Concetti di base, tassi e obbligazioni", McGraw-Hill, 2012; "Introduzione alla Finanza Matematica. Mercati azionari, rischi e portafogli", McGraw-Hill, 2012; "Introduzione alla Finanza Matematica. Derivati, prezzi e coperture", Springer, 2009; two chapters of the volume "Portfolio Theory & Management", Oxford University Press, 2012.

Last update

22 February 2024