Roberto Daluiso

Roberto Daluiso got his master’s degree in Mathematics at the Scuola Normale Superiore of Pisa in 2012. Since then, he has worked as a front office quant in the Interest Rates and Credit Models group of Banca IMI, focusing on pricing valuation adjustments. He completed his PhD studies in Statistics and Mathematics for Finance at the University of Milano-Bicocca in 2019 with honors. An expert of algorithmic differentiation techniques and their applications to finance, his research contributions range from computational aspects to hedging strategies.

Follow Roberto

Articles by Roberto Daluiso

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: