Andrea Consiglio

Professor of Mathematical Finance at University of Palermo

Andrea Consiglio is professor of mathematical finance at the University of Palermo, Italy. He has co-authored one book and numerous articles for various leading academic journals including Mathematical Programming, Operations Research, Quantitative Finance, Journal of Banking and Finance. He was consultant for the Banca della Svizzera Italiana, Prometeia, the Italian Institute for the Supervision of Insurance and recently for the European Stability Mechanism to develop a debt sustainability model. In 2006 he was awarded the EURO Excellence in Practice Award, jointly with Stavros A. Zenios and Flavio Cocco. His research interests encompass many areas in the field of financial modelling and computational finance. He holds a Ph.D in applied mathematics to finance and economics.