Dr. Pasquale Cirillo
I am Assistant Professor of Applied Probability at TU Delft.
I belong to the Applied Probability and Finance groups.
I coordinate the Financial Engineering Specialization of the Master of Applied Mathematics, where I teach Credit Risk Modeling and Financial Mathematics.
I am one of the coordinators of the Seminar Series in Probability and Statistics at TU Delft.
Finally, I am one of the pioneer MOOC Professors at TU Delft, with more than 35k students from all over the world.
Scholarships and Grants
- Marie Curie Career Integration Grant (2013-2017): Multivariate Risks.
- European eCOST Action IS0902 “Systemic Risks, Financial Crises and Credit” grant (2010-2011).
- University of Bern, Faculty of Science, Nachwuchsförderung/Young Talents Grant (2010).
- SNF Postdoc grant at University of Bern (2008-2010).
- Winner of the “Ultimo Novecento Award” for the best thesis in Social Sciences (2006).
- Full scholarship for a 3-years PhD Program in Statistics at Bocconi University (2004).
- Full scholarship at Sant’Anna School of Advanced Studies for a 5-years program in Economics (2000), ranking first at the European entrance examination.
- Venia Docendi (Habilitation) in Applied Statistics, University of Bern, 2012.
- PhD in Statistics, Bocconi University in Milan, 2008.
- Diploma di Licenza specialistica (equivalent to MSc.) in Economic Sciences, summa cum laude, Sant’Anna School of Advanced Studies, 2005.
- MSc. in Econometrics, summa cum laude, University of Pisa, 2004.
- BA Hons in Maths and Stats for Economics, summa cum laude, University of Pisa, 2003.
Mathematics (Master) (1)
Introduction to Credit Risk Management