Maggi Mario

Associate Professor

  • Contact

    email: maggma (at)

  • Phone Number

    (+39) 382 98 6234

  • Office Hour

    Wednesday, 11-00 – 13.00

Brief Bio


Doctorate (PhD) in Mathematical Finance, University of Brescia, (Italy), February 2002.

Degree (BA) in Economics, University of Pavia (Italy), November 1998.

Visiting scholar, DEA Gestion Financière, Ecole Supérieure des Affaires, Grenoble (France), 1999-2000.

Diplôme Supérieur de Français des Affaires, Chambre de Commerce et d’Industrie de Paris, 1998.

Previous activities

Research assistant from 2002 to 2004, Department of Advanced Science and Technology, Università deli Studi del Piemonte Orientale “Amedeo Avogadro”, Alessandria (Italy).

Participated in FAR research projects at the University of Piemonte Orientale, Department of Science and Advanced Technology, and at the University of Pavia, Department of Economics and Quantitative Methods and Department of Business Administration Research.

2003-2004 Lecturer of Mathematics for Dynamical Economics, PhD in Economics, University of Pavia (Italy).

2001-2002 Temporary Professor of Mathematical Analysis and Geometry (Computer Science) Faculty of Sciences, University of Piemonte Orientale “Amedeo Avogadro”, at the Polo Universitario of the S. Michele Jail House, Alessandria (Italy).

2001-2002 Support Lecturer of Theory of Finance, Masters in Applied Econometrics, Department Political Economy and Quantitative Methods, Pavia (Italy).

2001-2002 Lecturer of Management Control: Financial Mathematics, IFTS ENAIP, Region of Lombardy, Varese (Italy).

1999-2002 Teaching support (CSTP) of Financial Mathematics at the University of Insubria, Varese (Italy), Faculty of Economics.

1998-1999 Consultant for the “Costruzione di un mercato delle competenze per le imprese artigiane: un progetto pilota per il settore meccanico” research project for Convenzione Artigianato Regione Lombardia-Unione Regionale delle Camere di Commercio Lombarde.


Research interests

  • Default probabilities.
  • Alpha-stable models.
  • Energy markets: storage and real options.
  • Applied optimization methods.
  • Interest rate term structure models.
  • Contingent claim valuation of banks and firms assets.
  • Expected Utility and Prospect Theory in decision making.
MIBE Courses