Offline and Theses

Dr. Pasquale Cirillo

Online Teaching
Offline Teaching and Theses

At TU Delft, I am the Coordinator of the
Financial Engineering Specialization, and the responsible instructor for Financial Mathematics and Risk Management.


A list of courses I have been teaching in the last years, for the
Department of Mathematics of TU Delft, includes:

  • Financial Mathematics, Master Course.
  • Credit Risk Modeling, Master Course.
  • Time Series and Extreme Value Theory, Master Course.
  • Risk Management, Bachelor Course.
  • Probability for Finance, Bachelor Course.
  • Modeling and Simulation, Bachelor Course.

TU Delft students, please refer to
BlackBoard for all the study materials.

Theses and Projects

TU Delft students looking for Bachelor and Master projects in the field of risk management and financial mathematics (on the stochastic side, not computational finance) can
contact me to discuss research topics and collaborations. I am available for both theoretical and applied theses, with and without the involvement of business partners.
Disclaimer: given the high number of requests for supervision, I tend to be selective. Therefore, please only contact me if you are willing to work hard on your thesis.