Mathematical finance.
From research
to implementation.
I’m Gianluca Fusai. I work on financial models, numerical methods and the practical questions that connect them.
I am Professor of Mathematical Finance at Bayes Business School, City St George’s, University of London, and Full Professor in Mathematical Finance at Università del Piemonte Orientale.
Understanding the model.
Making it work.
My work spans financial engineering, numerical methods for finance, portfolio selection and energy markets. I’m interested in how mathematical ideas become reliable calculations and useful tools.
This website brings together my research, books and teaching resources, alongside opportunities for professional collaboration.
Models and methods.
Selected publications on derivative valuation, stochastic simulation, portfolio analytics and commodity markets.
Selected work 02 · BooksMethods explained.
A textbook and an edited handbook connecting quantitative techniques with financial applications.
Explore the books 03 · ConsultancyQuestions into projects.
Quantitative finance, model development and validation, and tailored training for professionals.
Discuss a project
Quantitative finance,
one spreadsheet at a time.
Practical Excel lessons for banking and finance students, and professionals outside quant teams who build pricing models without using Python.
Open the notebook
Latest lesson · Simulating Brownian motion Education
PhD in FinanceWarwick Business School
MSc in Statistics and Operational ResearchUniversity of Essex
BSc in EconomicsBocconi University