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Emilio RUSSO - Professori Ordinari

Emilio RUSSO

Professori Ordinari

Metodi matematici dell'economia e delle scienze attuariali e finanziarie (STAT-04/A)

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Wednesday 9.00am - 11.00am

Full professor at University of Calabria (Italy), his research interests are principally focused on mathematical finance and actuarial mathematics; in particular, option pricing theory, interest rate models for derivative pricing, regime-switching models in finance and insurance, and insurance policies valuations under different frameworks. He teaches mathematical finance and mathematical methods for economics.

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Emilio Russo PERSONAL DATA Nationality: ITALIAN Date of birth: 20/06/1979 Place of birth: COSENZA-ITALY WORKING POSITION Full Professor in the S.S.D. STAT-04/A (ex SECS-S/06), G.S.D 13/STAT-04 at Department of Economics, Statistics and Finance – University of Calabria, Italy. PREVIOUS STUDIES March 2003 – Degree in Statisistics and Actuarial Science at University of Calabria-Italy Marks 110/110 cum Laude Dissertation title: "Modelli di valutazione di opzioni asiatiche" Supervisor: Prof. Massimo Costabile. POST-UNIVERITY STUDIES December 2005: MPhil (MASTER OF PHILOSOPHY) at Brunel University – West London, UK. Dissertation title: “Regime Switching Models in the Foreign Exchange Markets”. First Supervisor: Dr. Rogemar S. Mamon (Brunel University) Second Supervisor: Dr. Fabio Spagnolo (Brunel University) External Examiner: Dr. Kenc Turalay (Imperial College – London) Internal Examiner: Prof. Gautam Mitra (Brunel University) The dissertation had a mark of 72 and a grade of A. August 2006: “Mathematical Finance”. Course organized by the Interuniversity Mathematics School (Scuola Normale Superiore of Pisa). Cortona (AR) – Italy December 2006: PhD in METODI COMPUTAZIONALI PER LE PREVISIONI E DECISIONI ECONOMICHE E FINANZIARIE at University of Bergamo Dissertation title:“Discrete time models for pricing path-dependent derivatives and equity-linked insurance policies” Supervisors: Prof. Massimo Costabile, Prof. Ivar Massabo'. COMPUTATIONAL SKILLS Platforms: Dos, Windows. Software and Programming Languages: Office, Java, Maple V, Spss, Internet browser, Matlab, C, C++. FOREIGN LANGAUGES English. TEACHING AND RESEARCH EXPERIENCES April 2003-October 2003: Teaching assistant in “Theory of Financial Decisions Making” and “Mathematical Methods for Economics” at University of Calabria - Italy. September 2003-October 2003: Awarded with an annual research assistantship at University of Calabria - Italy in: “Valutation and management of financial options”. November 2003-March 2004: Teaching assistant in “Theory of Financial Decisions Making and Portfolio Choice” at University of Bergamo - Italy. October 2005 – March 2006: Fellowship at Vienna University and Brunel University – West London. November 2006-September 2007: Teaching assistant in “Mathematical Finance” at University of Calabria - Italy. December 2006-September 2007: Awarded with an annual research assistantship at University of Calabria - Italy in: “Valutation methods for exotic options”. October 2007-December 2015: Researcher at University of Calabria - Italy. Academic Year 2007/2008: Professor of Financial Mathematics 1 (Bachelor of Science degree in Economics), and Financial Mathematics 2 (Master of Science in Applied Economics) at University of Calabria - Italy. Academic Year 2008/2009: Professor of Financial Mathematics 1 (Bachelor of Science degree in Economics), Financial Mathematics 2 and Mathematical Methods for Economics 3 (Master of Science in Applied Economics) at University of Calabria - Italy. Academic Year 2009/2010: Professor of Financial Mathematics 1 (Bachelor of Science degree in Economics), and Advanced Mathematical Methods for Economics (Master of Science in Applied Economics) at University of Calabria - Italy. Academic Year 2010/2011: Professor of Financial Mathematics (Bachelor of Science degree in Economics), and Advanced Mathematical Methods for Economics (Master of Science in Applied Economics) at University of Calabria - Italy. Academic Year 2011/2012: Professor of Financial Mathematics (Bachelor of Science degree in Business Administration), and Advanced Mathematical Methods for Economics (Master of Science in Applied Economics) at University of Calabria - Italy. Academic Year 2012/2013: Professor of Financial Mathematics (Bachelor of Science degree in Business Administration), and Advanced Mathematical Methods for Economics (Master of Science in Applied Economics). Academic Year 2013/2014: Professor of Mathematical Methods for Economics (Bachelor of Science degree in Economics). Academic Year 2014/2015: Professor of Mathematical Methods for Economics (Bachelor of Science degree in Economics). Academic Year 2015/2016: Professor of Mathematical Methods for Economics (Bachelor of Science degree in Economics) and Financial Mathematics (Bachelor of Science degree in Business Administration). From December 2015: Associate Professor in the SSD SECS-S/06 at Department of Economics Statistics and Finance– University of Calabria. Academic Year 2016/2017: Professor of Mathematical Methods for Economics (Bachelor of Science degree in Economics) and Advanced Financial Mathematics (Master of Science in Business Administration). Academic Year 2017/2018: Professor of Mathematical Methods for Economics (Bachelor of Science degree in Economics) and Advanced Financial Mathematics (Master of Science in Business Administration). Academic Year 2018/2019: Professor of Mathematical Methods for Economics (Bachelor of Science degree in Economics) and Advanced Financial Mathematics (Master of Science in Business Administration). Academic Year 2019/2020: Professor of Mathematical Methods for Economics (Bachelor of Science degree in Economics) and Advanced Financial Mathematics (Master of Science in Business Administration). Academic Year 2020/2021: Professor of Mathematical Methods for Economics (Bachelor of Science degree in Economics), Financial Mathematics (Bachelor of Science degree in Mathematics) and Advanced Financial Mathematics (Master of Science in Business Administration). Academic Year 2021/2022: Professor of Financial Mathematics (Bachelor of Science degree in Economics), Financial Mathematics (Bachelor of Science degree in Mathematics) and Advanced Financial Mathematics (Master of Science in Business Administration). Academic Year 2022/2023: Professor of Financial Mathematics (Bachelor of Science degree in Economics), Financial Mathematics (Bachelor of Science degree in Mathematics) and Advanced Financial Mathematics (Master of Science in Business Administration). Academic Year 2023/2024: Professor of Financial Mathematics (Bachelor of Science degree in Economics), Financial Mathematics (Bachelor of Science degree in Mathematics) and Advanced Financial Mathematics (Master of Science in Business Administration). Academic Year 2024/2025: Professor of Financial Mathematics (Bachelor of Science degree in Economics), Financial Mathematics (Bachelor of Science degree in Mathematics), and Advanced Financial Mathematics (Master of Science in Business Administration). December 2015 – September 2024: Associate Professor in the SSD SECS-S/06 - Financial Mathematics and Mathematical Methods for Economics at Department of Economics, Statistics and Finance – University of Calabria, Italy. PAPERS Russo, E., Leccadito, A., Staino, A. (2024). “Skew Brownian motion discretization: A lattice approach for financial and actuarial applications”. Submitted to Financial Innovation. Costabile, M., Massabò, I., Mamon, R., Russo, E., Staino, A., Zhao, Y. (2024). “A lattice-based approach for life insurance pricing in a stochastic correlation framework”. Submitted to Mathematics and Computers in Simulation. Costabile, M., Massabò, I., Russo, E., Staino, A. (2024). “A lattice-based algorithm for pricing derivatives in a fractional Brownian motion framework”. Submitted to Annals of Finance. Devolder, P., Russo, E., Staino, A. (2024). “Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach”. Astin Bulletin, 54:385-405. DOI: 10.1017/asb.2024.5. Costabile, M., Leccadito, A., Russo, E., Staino, A. (2023). “Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint”. Computational Management Science, 20: 12, 32 pagine. DOI: 10.1007/s10287-023-00439-1. Martire, A., Russo, E., Staino, A. (2023). “Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods”. Decisions in Economics and Finance, forthcoming. DOI:10.1007/s10203-022-00383-w. Costabile, M., Massabò, I., Russo, E., Staino, A. (2023). “Lattice-based model for pricing contingent claims under mixed fractional Brownian motions”. Communications in Nonlinear Science and Numerical Simulation, 118: 107042, 13 pagine. DOI: 10.1016/j.cnsns.2022.107042. De Angelis, P., De Marchis, R., Martire, A., Russo, E. (2022). “A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders”. Decisions in Economics and Finance, 45: 415-446. DOI: 10.1007/s10203-022-00371-0. Costabile, M., Massabò, I., Russo, E., Staino, A. (2021). “A lattice approach to evaluate participating policies in a stochastic interest rate framework”. Journal of Computational and Applied Mathematics, 385: 113212, 18 pages. DOI: 10.1016/j.cam.2020.113212. Cerboni Baiardi L., Costabile M., De Giovanni D., Lamantia F., Leccadito A., Massabó I., Menzietti M., Pirra M., Russo E., Staino A. (2020). “The dynamics of the S&P 500 under a crisis context: insights from a three-regime switching model. Risks, 8(3): 71. DOI: 10.3390/risks8030071. Russo, E. (2020). “A discrete-time approach to evaluate path-dependent derivatives under a regime-switching risk model”. Risks, 8(1): 9. DOI:10.3390/risks8010009. Russo, E., Staino, A. (2020). “Nested Conditional Value-at-Risk portfolio selection: a model with temporal dependence driven by market-index volatility”. European Journal of Operational Research, 280(2): 741-753. DOI:10.1016/j.ejor.2019.07.032. Costabile, M., Massabò, I., Russo, E. (2020). “Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder’s withdrawals”. European Journal of Finance, 26(2-3): 238-257. DOI: 10.1080/1351847X.2019.1618362. Russo, E., Staino, A. (2018). “A flexible lattice model for pricing contingent claims under multiple risk factors”. Journal of Derivatives, 26(1): 27-44. DOI: 10.3905/jod.2018.26.1.027. Russo, E., Staino, A. (2018). “A lattice-based model for evaluating bonds and interest-sensitive claims under stochastic volatility”. International Journal of Theoretical and Applied Finance, 21(3): 1850023, 18 pages. DOI: 10.1142/S0219024918500231. Costabile, M., Massabò, I., Russo, E. (2018). “A shifted tree for efficient evaluation of options with discrete dividends”. IMA Journal of Management Mathematics, 29: 39-51. DOI: 10.1093/imaman/dpw002. De Angelis, P., Martire, A., Russo, E. (2016). “A bivariate model for evaluating equity-linked policies with surrender options”. Scandinavian Actuarial Journal, 2016 (3): 246-261. DOI: 10.1080/03461238.2014.924433. Russo, E., Staino, A. (2016). “On pricing Asian options under stochastic volatility”. Journal of Derivatives, 23(4): 7-19. DOI: 10.3905/jod.2016.23.4.007. Leccadito, A., Russo, E. (2016). “Compound option pricing under stochastic volatility”. International Journal of Financial Markets and Derivatives, 5: 97-110. DOI: 10.1504/IJFMD.2016.081687. Costabile, M., Massabò, I., Russo, E. (2015). “Computing finite-time survival probabilities using multinomial approximations of risk models”. Scandinavian Actuarial Journal, 2015(5): 406-422. DOI: 10.1080/03461238.2013.838603. Russo, E., Staino, A. (2015). “A moment-matching method to generate arbitrage-free scenarios”. European Journal of Operational Research, 246: 619-630. DOI:10.1016/j.ejor.2015.04.045. Costabile, M., Leccadito, A., Massabò, I., Russo, E. (2014). “A reduced lattice model for option pricing under regime-switching”. Review of Quantitative Finance and Accounting, 42(4): 667-690. DOI: 10.1007/s11156-013-0357-9. Costabile, M., Leccadito, A., Massabò, I., Russo, E. (2014). “Option pricing under regime-switching jump-diffusion models”. Journal of Computational and Applied Mathematics, 256: 152-167. DOI: 10.1016/j.cam.2013.07.046. Beraldi, P., Costabile, M., De Simone, F., Massabò, I., Russo, E., Violi, A. (2013). “A multistage stochastic programming approach for capital budgeting problems under uncertainty”. IMA Journal of Management Mathematics, 24(1): 89-110. DOI: 10.1093/imaman/dps018. Costabile, M., Massabò, I., Russo, E. (2013). “A path-independent humped volatility model for option pricing”. Applied Mathematical Finance, 20(3): 191-210. DOI: 10.1080/1350486X.2012.676798. Costabile, M., Massabò, I., Russo, E. (2012). “On pricing contingent claims under the double Heston model”. International Journal of Theoretical andApplied Finance, 15(5): 1250033, 27 pages. DOI: 10.1142/S0219024912500331. Costabile, M., Massabò, I., Russo, E. (2012). “A forward shooting grid method for option pricing with stochastic volatility”. Journal of Derivatives, 20(2): 67-78. DOI: 10.3905/jod.2012.20.2.067. Costabile, M., Massabò, I., Russo, E. (2011). “A binomial approximation for two-state Markovian HJM models”. Review of Derivatives Research, 14: 37-65. DOI: 10.1007/s11147-010-9053-2. Costabile, M., Massabò, I., Russo, E. (2011). “On pricing arithmetic average reset options with multiple reset dates in a lattice framework”. Journal of Computational and Applied Mathematics, 235: 5307-5325. DOI: 10.1016/j.cam.2011.05.041. Costabile, M., Massabò, I., Russo, E. (2011). “Fair valuation of equity-linked policies under insurer default risk”. North American Actuarial Journal, 15(4): 517-534. DOI: 10.1080/10920277.2011.10597636. Costabile, M., Massabò, I., Russo, E. (2010). “A binomial model for pricing US-style average options with reset features”. International Journal of Financial Markets and Derivatives, 1(3): 258-273. DOI: 10.1504/IJFMD.2010.034238. Costabile, M., Massabò, I., Russo, E. (2008). “A binomial model for valuing equity-linked policies embedding surrender options”. Insurance: Mathematics and Economics, 42(3): 873-886. DOI: 10.1016/j.insmatheco.2007.10.003. Costabile, M., Massabò, I., Russo, E. (2007). “A lattice model for pricing equity-linked policies with embedded surrender options”. Giornale dell’Istituto Italiano degli Attuari, LXX: 1-20. ISSN: 0390-5780. Leccadito, A., Ortobelli, L. S., Russo, E. (2007). “Portfolio selection and risk management with Markov chains”. International Journal of Computer Science and Network Security, 7(6): 115-123. ISSN: 1738-7906. Costabile, M., Massabò, I., Russo, E. (2006). “An adjusted binomial model for pricing Asian options”. Review of Quantitative Finance and Accounting, vol. 27: 285-296. DOI: 10.1007/s11156-006-9432-9. BOOKS Russo E., “Path-dependent contingent claims and insurance policies (Discrete time models for pricing path-dependent options and evaluating the premiums of equity-linked insurance policies)”. LAP LAMBERT Academic Publishing GmbH & Co., Saarbrücken, Germany, 2012. ISBN-10: 3847347039, ISBN-13: 978-3847347033. CHAPTERS IN BOOKS Costabile, M., Massabò, I., Russo, E., Staino, A. (2021). “A lattice approach to evaluate participating policies in a stochastic interest rate framework”. In Corazza, M., Gilli, M., Perna, C., Pizzi, C., Sibillo, M. (Eds.) Mathematical and Statistical Methods for Actuarial Sciences and Finance: 175-182, Springer-AG. DOI: 10.1007/978-3-030-78965-7_26. ISBN: 978-3-030-78965-7. Costabile, M., Massabò, I., Russo, E. (2018). “Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder withdrawals”. In Corazza, M., Durbán, M., Grané, A., Perna, C., Sibillo, M. (Eds.) Mathematical and Statistical Methods for Actuarial Sciences and Finance: 267-271, Springer-AG. DOI: 10.1007/978-3-319-89824-7_48. ISBN: 978-3-31989823-0. Russo, E., Spagnolo, F., Mamon, R. (2007). “An empirical investigation of the unbiased forward exchange rate hypothesis in a regime switching market”. In Mamon, R. S., Elliott, R. J. (Eds.), Hidden Markov Models in Finance, vol. 104: 133-154, Springer – US. ISBN-10:0-387-71081-7, ISBN-13:978-0-387-71081-5. Leccadito A., Lozza S.O., Russo E., Iaquinta G. (2006). “Financial Risk Modeling with Markov Chains”. In: Corchado E., Yin H., Botti V., Fyfe C. (Eds.) Intelligent Data Engineering and Automated Learning – IDEAL 2006. Lecture Notes in Computer Science, vol 4224. Springer, Berlin, Heidelberg. DOI: 10.1007/11875581_151. ISBN: 978-3-540-45485-4. CONFERENCE PROCEEDINGS Devolder, P., Russo, E., Staino, A. (2024). “Securitization product valuations under multiple risk factors: the case of mortality bonds”. “XLVIII AMASES”, Ischia (NA), 2024. Devolder, P., Russo, E., Staino, A. (2023). “A flexible lattice model for fair policy valuations under multiple risk factors”. Atti del convegno “XLVII AMASES”, Milano, 2023. (Relatore) Martire, A., Russo, E., Staino, A. (2022). “Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods”. Atti del convegno “XLVI AMASES”, Palermo, 2022. (Relatore) Martire, A., Russo, E., Staino, A. (2022). “Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods”. “10th International Conference on Mathematical and Statistical Methods for Actuarial Sciences and Finance”, Salerno, 2022. (Relatore) De Angelis, P., De Marchis, R., Martire, A., Russo, E. (2021). “A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders”. “Virtual 24th International Congress on Insurance: Mathematics and Economics”, 2021. Costabile, M., Massabò, I., Russo, E., Staino, A. (2020). “A lattice approach to evaluate participating policies in a stochastic interest rate framework”. “Online International Conference on Mathematical and Statistical Methods for Actuarial Sciences and Finance”, E-MAF, 2020. Russo, E. (2018). “Fair valuation of participating policies in a stochastic interest rate framework”. Atti del convegno “XLII AMASES”, Napoli, 2018. Costabile, M., Massabò, I., Russo, E. (2018). “Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder withdrawals”. Atti del convegno internazionale “8th International Conference on Mathematical and Statistical Methods for Actuarial Sciences and Finance”, Madrid (Spagna), 2018. Russo, E., Staino, A. (2018). “A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility”. Atti del convegno internazionale “XIX Workshop in Quantitative Finance”, Roma, 2018. Russo, E., Staino, A. (2017). “A flexible lattice model for pricing options under stochastic interest rate and volatility”. Atti del convegno internazionale “2nd International Conference on Computational Finance”, Lisbona (Portogallo), 2017. Russo, E., Staino, A. (2017). “A lattice based model for pricing interest sensitive claims under stochastic volatility”. Atti del convegno internazionale “2nd International Conference on Computational Finance”, Lisbona (Portogallo), 2017. Russo, E. (2017). “Fair valuation of participating policies embedding a minimum guaranteed bonus rate and a surrender option in a stochastic interest rate framework”. Atti del convegno internazionale “21st International Congress on Insurance: Mathematics and Economics”, Vienna (Austria), 2017. Russo, E., Staino, A. (2016). “On pricing Asian options under stochastic volatility”. Atti del convegno “XL AMASES”, Catania, 2016. Leccadito, A., Russo, E. (2014). “Compound option pricing under stochastic volatility”. Atti del convegno “XXXVIII AMASES”, Reggio Calabria, 2014. De Angelis, P., Martire, A., Russo, E. (2014). “A bivariate lattice model for valuing options on assets paying discrete dividends”. Atti del convegno internazionale “DYSES 2014, Dynamics of Socio-Economic Systems”, Siviglia (Spagna), 2014. Consiglio, A., Russo, E., Staino, A. (2013). “Scenario generator based on the monomial methods”. Atti del convegno “XXXVII AMASES”, Stresa (VB), 2013. Martire, A., Russo, E. (2013). “A lattice model for valuing options on assets with discrete dividends”. Atti del convegno “XXXVII AMASES”, Stresa (VB), 2013. Costabile, M., Leccadito, A., Massabò, I., Russo, E. (2012). “A multinomial approach for option pricing under regime-switching jump-diffusion models”. Atti del convegno “XXXVI AMASES”, Vieste (FG), 2012. Costabile, M., Massabò, I., Russo, E. (2011). “A forward shooting grid method for option pricing with stochastic volatility”. Atti del convegno “XXXV AMASES”, Pisa, 2011. Costabile, M., Massabò, I., Russo, E. (2010). “Fair valuation of equity-linked policies under default risk”. Atti del convegno internazionale “14th International Congress on Insurance: Mathematics and Economics”, Toronto (Canada), 2010. Costabile, M., Leccadito, A., Massabò, I., Russo, E. (2010). “A reduced lattice model for option pricing under regime-switching”. Atti del convegno “XXXIV AMASES”, Macerata, 2010. Costabile, M., Massabò, I., Russo, E. (2009). “A lattice model for pricing interest-sensitive claims in a HJM framework”. Atti del convegno “XXXIII AMASES”, Parma, 2009. Costabile, M., Massabò, I., Russo, E. (2008). “On pricing arithmetic average reset options with multiple reset date in a lattice framework”. Atti del convegno internazionale “Conference on Numerical Methods in Finance”, Udine, 2008. Costabile, M., Massabò, I., Russo, E. (2008). “On pricing European arithmetic average reset options with multiple reset dates in a lattice framework”. Atti del convegno “XXXII AMASES”, Trento, 2008. Costabile, M., Massabò, I., Russo, E. (2007). “A binomial model for valuing equity-linked policies embedding surrender options”. Atti del convegno “XXXI AMASES”, Lecce, 2007. Costabile, M., Massabò, I., Russo, E. (2006). “An adjusted binomial model for pricing Asian options”. Atti del convegno internazionale “4th Bachelier Finance Society”, Tokio (Giappone), 2006. Costabile, M., Massabò, I., Russo, E. (2006). “Equity-linked endowment policies with or without embedded surrender options”. Atti del convegno “XXX AMASES”, Trieste, 2006. Costabile, M., Massabò, I., Russo E. (2005). “A binomial model for pricing American- style average options with and without reset features”. Atti del convegno “XXIX AMASES”, Palermo, 2005. Leccadito, A., Ortobelli, S., Russo, E. (2005). “On the Markovian behavior of asset returns”. Atti del convegno “XXIX AMASES”, Palermo, 2005. Leccadito, A., Ortobelli, S., Russo, E. (2005). “Portfolio selection, VaR and CVaR models with Markov chains”. Atti del convegno internazionale “XXXVI EWGFM”, Brescia, 2005. Costabile, M., Massabò, I., Russo E. (2004). “An adjusted binomial model for pricing European Asian options”. Atti del convegno “XXVIII AMASES”, Modena, 2004. OTHER CONFERENCES OR WORKSHOPS Workshop “MODELLI PER LA VALUTAZIONE DEL RISCHIO IN AMBITO ASSICURATIVO”. Tropea (VV), 2010. X International Workshop in Quantitative Finance. Milano, 2009. Workshop “ECONOMIA DEL TURISMO E GESTIONE DEI RISCHI AMBIENTALI”. Tropea (VV), 2009. Workshop “ASPETTI GIURIDICI E FINANZIARI DELLA PREVIDENZA COMPLEMENTARE”. Tropea (VV), 2008. EDITORIAL ACTIVITY Reviewer of papers submitted, among others, to Quantitative Finance, Journal of Computational and Applied Mathematics, Scandinavian Actuarial Journal, Studies in Nonlinear Dynamics & Econometrics, Journal of Futures Markets, Journal of Systems Science and Complexity, Journal of Derivatives, Journal of Mathematical Analysis and Applications. RESEARCH PROJECTS Prin 2022: Building resilience to emerging risks in financial and insurance markets. Principal Investigator PNRR 2022, Project Title: Age-It, Spoke 6, Work Package 5, Task 5.3. Task Leader del progetto. Prin 2007: Support tools for the decisions of financial operators. Participant to the project.
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Wednesday 9.00am - 11.00am