SERGIO BIANCHI

Short CV Sergio Bianchi

Full professor of Mathematics for Economics, Actuarial Science and Finance at “Sapienza” University of Rome, Italy
Int’l professor affiliate at the Department of Finance and Risk Engineering, Tandon School of Engineering, New York University (New York City, USA).
Formerly professor at University of Cassino and Southern Lazio (Italy) [1998-2020], the New York University (USA) [2012-2015], the Pontifical Gregorian University (Vatican State) [1992-2001] and the University of Sassari (Italy) [1997-98].
Research interests: fractional and multifractional stochastic processes, self-similarity and scaling laws, stochastic volatility models, risk assessment and models. Author of 100+ scientific publications. Reviewer for about thirty academic journals and member of the editorial board of three academic journals.
Main engagements in academic responsibilities: Chair of Department (2005-2009) [22 faculty members, 4 staff]; Vice Rector for Research and Benchmarking (2009-2012); Chair of the Master program in "Quantitative and Technical Analysis of Financial Markets" (2016-2018) [18 courses, 15 instructors]; Chair of the Joint faculty-student committee (2020-); Member of the board of professors of the Ph.D. in Models for Economics and Finance (2018-).