This site is part of the Informa Connect Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.

Pietro Rossi
Senior Analyst at Prometeia, and Adjunct professor, Dept. of Statistical Sciences "Paolo Fortunati" at University of Bologna


Pietro holds a degree in physics from the University of Parma and a Ph.D. from New York University. He was actively researching in the field of high energy physics in the early stage of his career and then moved on to high performance computing. 

In the last ten years he has been involved with mathematical finance. Currently his research activity splits between the use of Fourier transform Methods in finance and machine learning techniques applied to financial risk management.

Since 2018, Pietro has had a teaching appointment with the University of Bologna.

Agenda Sessions

  • Learning Exotic Derivatives without calibration