University of Milano Bicocca-Italy
Author Profile
Early Academic Pursuits
Prof. Edit Rroji embarked on his academic journey with a Bachelor's Degree in Banking and Insurance at the University of Milano-Bicocca, where he demonstrated exceptional dedication and intellect by earning a cum laude distinction for his thesis on "Credit Rationing in Banks." This solid foundation laid the groundwork for his subsequent academic achievements.
Continuing his pursuit of knowledge, Edit attained a Master's Degree in Economics and Finance at the same institution, once again graduating cum laude. His master's thesis, titled "Option pricing with mixtures of normals," showcased his prowess in financial concepts, setting the stage for his specialization in applied mathematics for finance.
In December 2013, Edit successfully completed his PhD in Applied Math for Finance at the University of Milano-Bicocca. His dissertation, titled "Risk Decomposition and semi heavy-tailed distributions," underscored his commitment to advancing quantitative methodologies in the realm of finance.
Professional Endeavors
Edit's professional journey commenced with an internship at StatPro Italia S.r.l, providing him with hands-on experience and industry insights. Subsequently, he served as a Research Consultant for Symmys Llc, further expanding his practical understanding of research methodologies and applications.
His postdoctoral research roles were pivotal in shaping his academic identity. From January 2017 to August 2018, he collaborated on the project "New statistical and mathematical tools for finance" under the guidance of Prof. Fabio Bellini at the University of Milano-Bicocca. This was followed by a research position from June 2015 to December 2016, where he contributed to the project "Quantitative analysis and assessment of risks in finance and insurance," supervised by Prof. Ermanno Pitacco at the University of Trieste.
Edit's academic trajectory led him to become an Assistant Professor at the Department of Mathematics, Politecnico di Milano, and subsequently, he secured a tenure-track Assistant Professor position at the Department of Statistics and Quantitative Methods, University of Milano-Bicocca, where he currently holds the prestigious role of Associate Professor since November 2022.
Contributions and Research Focus On Computational Finance
Throughout his academic career, Edit has exhibited a keen interest in advancing statistical and mathematical tools for finance. His postdoctoral research, particularly on risk decomposition and quantitative analysis of risks in finance and insurance, has made significant contributions to the field. His doctoral and postdoctoral projects have enhanced the understanding of semi-heavy-tailed distributions and option pricing with mixtures of normals.
Edit's work reflects a commitment to bridging theoretical knowledge with practical applications in the financial domain, showcasing the interdisciplinary nature of his research endeavors.
Accolades and Recognition
Prof. Edit Rroji's exceptional contributions to the academic community have not gone unnoticed. In April 2014, he was honored with the "MaF 2014 Award for Young researchers" for his paper on risk measurement using the Mixed Tempered Stable distribution. Furthermore, in October 2018, he received the prestigious "Premio giovani talenti 2018," a recognition awarded by Accademia Nazionale dei Lincei, further solidifying his status as a promising researcher.
Impact and Influence
Edit's research has left a lasting impact on the field of applied mathematics for finance. His work has not only expanded the theoretical frameworks but has also demonstrated practical implications in risk assessment and financial modeling. His publications and contributions continue to be influential, shaping the discourse within academia and industry.
Legacy and Future Contributions
As an Associate Professor at the University of Milano-Bicocca, Edit Rroji's legacy continues to unfold. His dedication to teaching, research, and the development of young talents positions him as a mentor and guide for future generations of researchers. With a promising trajectory, Edit is poised to make further significant contributions to the intersection of mathematics and finance, leaving an enduring legacy in the academic landscape.
Notable Publication