Federico MAGLIONE

Ruolo attuale:: Ricercatore Legge 240/10 a tempo determinato
SSD:: STAT-04/A - Metodi matematici dell'economia e delle scienze attuariali e finanziarie
Afferenza organizzativa:: Dipartimento di Scienze per l'Economia e l'Impresa

Recapiti

	0552759580
	federico.maglione(AT)unifi.it

Ulteriori Recapiti

Edificio D6 - Ufficio 2.31 / Building D6 - Room 2.31

Federico MAGLIONE

Orario di ricevimento (aggiornato al 10/04/2025)

Ricevimento: Mercoledì 10-12 (stanza 2.31, edificio D6).

Office hours: Wednesdays 10am-12pm (room 2.31, D6 building).

Federico MAGLIONE

Biografia

Federico Maglione, PhD, ha conseguito un dottorato in Finance, con specializzazione in Finanza Matematica, presso la Bayes Business School, City St George’s, University of London. La tematica di ricerca del dottorato si è concentrata sull’applicazione delle opzioni composte per la modellizzazione del rischio di credito, che ha difeso davanti al Prof. Anthony Neuberger (esaminatore interno) e al Prof. Santiago Forte (esaminatore esterno). In precedenza, si era laureato con lode nella Laurea Magistrale in Economia e Finanza presso l’Università Ca’ Foscari di Venezia.

Dopo il dottorato Federico Maglione, PhD, è entrato a far parte del Quantitative Finance Research Group presso la Scuola Normale Superiore di Pisa come assegnista di ricerca. Nel 2023, si è unito al Dipartimento di Scienze per l'Economia e l'Impresa dell’Università di Firenze come Ricercatore a tempo determinato (RtdA). Ha inoltre ricoperto incarichi come professore a contratto e assistente alla didattica presso la London Business School, la Bayes Business School, la Scuola Superiore Sant’Anna e l’Università Ca’ Foscari di Venezia.

Federico MAGLIONE

Curriculum

Ricercatore a tempo determinato (RtdA), Dipartimento di Scienze per l'Economia e l'Impresa, Università di Firenze, 2023 - ad oggi

Assegnista di Ricerca, Quantitative Finance Research Group, Scuola Normale Superiore, 2020 - 2023

Professore a contratto, Bayes Business School, City St George’s, University of London, 2018 - 2021

Assistente alla didattica, Scuola Superiore Sant'Anna, 2021 - 2022

Assistente alla didattica, London Business School, 2017 - 2020

Assistente alla didattica, Bayes Business School, City St George’s, University of London, 2016 - 2018

Assistente alla didattica, Università Ca' Foscari Venezia, 2012 - 2014

PhD in Finance, Bayes Business School, City St George’s, University of London, 2015 - 2020

Laurea Magistrale in Economia e Finanza, Università Ca' Foscari Venezia, 2011 - 2013

Laurea in Economia Aziendale, Intermediari e Mercati Finanziari, Università Ca' Foscari Venezia, 2008 - 2011

Federico MAGLIONE

Interessi

Primari: Derivati, Rishio di Credito, Processi Stocastici, Pricing, Teoria di Portafoglio

Secondari: Economia della Finanza, Econometria della Finanza, Sostenibilità e Finanza Green

Federico MAGLIONE

Pubblicazioni

Legenda

Contributo su rivista |

Articolo su libro |

Libro |

Contributo in atti di convegno (proceeding) |

Brevetto |

Curatela | Altro

Altro |

Tesi di Dottorato

Maglione, Federico (2024). Introducing and testing the Carr model of default. QUANTITATIVE FINANCE, pp. 1-22, ISSN:1469-7688 DOI

Maglione, Federico; Mancino, Maria Elvira (2023). Assessing the Impact of Credit Risk on Equity Options via Information Contents and Compound Options. RISKS, vol. 11, pp. 1-25, ISSN:2227-9091 DOI Accesso ONLINE all'editore

Dal Maso, Lorenzo; Gianfagna, Laura; Maglione, Federico; Lattanzi, Nicola (2023). Going green: Environmental risk management, market value and performance. CORPORATE SOCIAL RESPONSIBILITY & ENVIRONMENTAL MANAGEMENT, vol. ., pp. 1-11, ISSN:1535-3958 DOI

Carr P.; Maglione F. (2022). Compound Option Pricing and the Roll-Geske-Whaley Formula under the Conjugate-Power Dagum Distribution. THE JOURNAL OF DERIVATIVES, vol. 30, pp. 94-125, ISSN:1074-1240 DOI Accesso ONLINE all'editore

Federico Maglione (2022). Credit Spreads, Leverage and Volatility: A Cointegration Approach. In: Marco Corazza, Cira Perna, Claudio Pizzi, Marilena Sibillo. Mathematical and Statistical Methods for Actuarial Sciences and Finance, pp. 327-332 Springer, ISBN:978-3-030-99637-6. DOI

Maglione, F (2022). Credit Spreads, Leverage and Volatility: A Cointegration Approach. COMPUTATION, vol. 10, pp. 1-41, ISSN:2079-3197 DOI Accesso ONLINE all'editore

Maglione, Federico (2020). The Impact of Credit Risk on Equity Options. In: Paris December 2020 Finance Meeting, Parigi, 17/12/2020, EUROFIDAI-ESSEC, pp. 1-80. DOI Accesso ONLINE all'editore

federico maglione (2020). The use of compound options for credit risk modelling. (Tutor: Laura Ballotta, Gianluca Fusai)

Federico Maglione (2015). On the scaling function of multifractal processes. MATHEMATICAL METHODS IN ECONOMICS AND FINANCE, vol. 9/10, pp. 23-40, ISSN:1971-6419 Accesso ONLINE all'editore

federico maglione (2015). Multifractality in Finance: A deep understanding and review of Mandelbrot's MMAR. In: Department of Economics Ca’ Foscari University of Venice. Working Papers, Department of Economics, Ca' Foscari University of Venice, N. 05/WP/2015, pp. 1-39 Department of Economics Ca’ Foscari University of Venice. Accesso ONLINE all'editore

Federico MAGLIONE

Biography

Dr. Maglione earned a PhD in Finance, specializing in Mathematical Finance, from Bayes Business School, City St George’s, University of London. His doctoral research focused on the application of compound options for credit risk modeling, which he defended before Prof. Anthony Neuberger (internal examiner) and Prof. Santiago Forte (external examiner). He previously graduated summa cum laude with a Master’s in Economics and Finance from Ca’ Foscari University of Venice.

Following his PhD, Dr. Maglione joined the Quantitative Finance Research Group at Scuola Normale Superiore in Pisa, Italy, as a postdoctoral researcher. In 2023, he became part of the Department of Economics and Management at the University of Florence as an Assistant Professor. He has also held roles as a visiting lecturer and teaching assistant at London Business School, Bayes Business School, Scuola Superiore Sant’Anna, and Ca’ Foscari University of Venice.

Federico MAGLIONE

Curriculum

SHORT SUMMARY

Federico Maglione earned both his Bachelor’s and Master’s degrees in Economics and Finance from Ca’ Foscari University of Venice in 2011 and 2013, respectively. He completed his PhD in Finance, with major in Mathematical Finance, at Bayes Business School, City St. George’s University of London in 2020.Following his PhD, he held a postdoctoral research position with the Quantitative Finance Research Group at the Scuola Normale Superiore in Pisa, Italy. During this time, he collaborated on multiple quantitative risk management projects in partnership with Fineco Asset Management Ireland. Since 2023, he has held the position of Assistant Professor (RTD-a) in Mathematical Methods for Economics, Finance, and Actuarial Science at the Department of Economics and Management, University of Florence.

Throughout his academic career, he has also served as a lecturer and teaching assistant at several institutions, including Ca’ Foscari University of Venice, Bayes Business School, London Business School, and Scuola Superiore Sant’Anna. Additionally, he currently teaches a course on Credit Risk Modelling as part of the national PhD program in “Scientific, Technological and Social Methods Enabling Circular Economy.”

He presented his research at several prestigious international conferences: Conference on Real-Time Data Analysis, Methods and Applications in Macroeconomics and Finance at the Bank of Canada, Ottawa, Canada (2024); IV Italian Meeting on Probability and Mathematical Statistics, Rome, Italy (2024); XXIV Workshop on Quantitative Finance, Gaeta, Italy (2023); The Peter Carr Memorial Conference at NYU Tandon School of Engineering, New York, USA (2022); 18th Paris December Finance Meeting, online (2020); SIAM Conference on Financial Mathematics & Engineering, Toronto, Canada (2019); Actuarial and Financial Mathematics Conference, Brussel, Belgium (2019).

He co-organised and served as member of the scientific committee at three international conferences: Emerging Risks in Economics and Finance Workshop (2024); Frontiers in Stochastic Modelling for Finance (2023); Florence-Paris Workshop on Statistics of Random Processes and Its Applications to Financial Econometrics (2023).

ACADEMIC POSITIONS

Assistant Professor, Department of Economics and Management, University of Florence, 2023 - today

Postdoctoral Researcher, Quantitative Finance Research Group, Scuola Normale Superiore, 2020 - 2023

Visiting Lecturer, Bayes Business School, City St. George’s University of London, 2018 - 2021

Teaching Assistant, Scuola Superiore Sant'Anna, 2021 - 2022

Teaching Assistant, London Business School, 2017 - 2020

Teaching Assistant, Bayes Business School, City St. George’s University of London, 2016 - 2018

Teaching Assistant, Ca' Foscari University of Venice, 2012 - 2014

EDUCATION

PhD in Finance, Bayes Business School, City St. George’s University of London, 2015 - 2020

MSc in Economics and Finance, Ca' Foscari University of Venice, 2011 - 2013

BSc in Economics and Finance, Ca' Foscari University of Venice, 2008 - 2011

Federico MAGLIONE

Interest

Primary: Derivatives, Credit Risk, Stochastic Processes, Asset Pricing, Portfolio Theory

Secondary: Financial Economics, Financial Econometrics, Sustainability and Green Finance