Fabio Trojani has been a full professor of Statistics at USI since January 2009 and a Research Fellow of the Swiss Finance Institute. He is a visiting professor of finance at Bocconi University, Milan and at the Univesity of Geneva, and an external PhD faculty member of Collegio Carlo Alberto in Turin. Before joining USI, he was a full professor of Finance at the University of St Gallen and a director of the Swiss Institute of Banking and Finance. Professor Trojani holds a PhD in Econometrics and Finance from the University of Zurich and is the head of the NCCR-FINRISK project of the Swiss National Science Foundation “New Methods in Theoretical and EmpiricalAsset Pricing”. He has published widely in leading journals in the areas of Finance, Econometrics, and Statistics.
Perturbation methods, theory of robust statistics, theory and computation of asymptotic expansions, saddlepoint techniques, asset pricing and portfolio theory, term structure modelling, option pricing, credit risk, time series econometrics, financial econometrics, learning theory, imprecise probabilities.