Homines dum docent discunt

About my teaching

Over the years, I have taught several mathematical and financial courses, at all university levels and also for professionals, including online education, a field in which I consider myself a pioneer.

I like teaching and interacting with students. From their feedback I often get inspiring ideas for my research and work.

I believe that a good university researcher also needs to be a good teacher, who must be capable to express complex concepts and ideas in a clear and direct way. A good academic researcher should indeed not only be able to discover new results and communicate them to the scientific community, but also to make them available to a broader audience.

Teaching is a fantastic opportunity to foster students’ curiosity and interests, to make them get the maximum out of their studies, and to discover who may be interested in continuing his/her career in research.

In teaching, I like to combine new technologies, such as videos, podcasts, interactive talks and computer simulations, with more traditional pedagogical tools (front lectures, case studies, and the old reliable blackboard).

As a student I never liked detached professors, who seemed not to care about me and my understanding of the course topics. For these reasons, I always try to be a supportive teacher and I am always ready to help students in facing their difficulties. I only ask my students to be proactive: you only learn if you are willing to. If you do not understand something, just ask!

Qualifications and awards

• 2012: Habilitation (venia docendi) in Applied Statistics from the University of Bern.
• 2015: I got a special praise from the Board of Directors of TU Delft, for my online teaching.
• 2015: I received my EWI-KO university teaching qualification in mathematics.
• 2018: I was nominated TU Delft Education Fellow, as recognition of my teaching activities, obtaining a grant of €50'000 to further develop my projects in education.

Supervision of students

Bachelor and Master level

So far, I have supervised 24 bachelor students and 75 master students in mathematics, statistics and risk management.


PhD students

• 2015-2019: Dr. Andrea Fontanari, who worked on new risk measures beyond VaR, using tools from inequality theory and statistical physics. He is now is a quant at Optiver.
• 2017-2021: Dr. Shuaiqiang Liu, dealing with machine learning for graphical financial time series. Second supervisor. He is now a postdoc researcher at CWI Amsterdam.
• 2015-2022: Dr. Dan Cheng, working on urn models for credit risk, in particular from a Bayesian perspective. She is now an assistant professor in Hubei.
• 2019-2023: Dr. Luis Souto, working on XVA modeling via urn models and Lorenz theory. He now works for Rabobank BV.
• 2023-2027: Mr. Sylvain Rossi, working on innovative climate-related financial risk measures.