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Ilaria Peri

  • Overview

    Overview

    Biography

    Ilaria has joined 糖心logo入口 in 2017. Prior to that, she was a lecturer at the University of Greenwich in 2016 and at the Rennes School of Business from 2012 to 2015. Before joining academia, from 2005 to 2009 she worked at Deloitte Consulting Italy gaining experience in risk management and banking operations.

    Web profiles

    Administrative responsibilities

    • Programme Director for MSc Finance and MSc Banking and Finance (since Feb 2024)
    • Dual Degree Lead for University of Milan Bicocca
  • Research

    Research

    Research interests

    • Mathematical Finance
    • Quantitative Finance
    • Risk and Performance measures
    • Financial Risk
    • Backtesting
  • Supervision and teaching

    Supervision and teaching

    Teaching

    Teaching modules

    • Financial Data Science with Python
    • Principles of Finance
    • Credit Risk Management
  • Publications

    Publications

    Article

    • Peri, Ilaria and Wunderlich, Linus (2026) . SIAM Journal on Financial Mathematics ISSN 1945-497X. (In Press)
    • Amagbo, Roland and Geman, Helyette and Peri, Ilaria (2025) . Commodities 4 (4), pp. 28. ISSN 2813-2432.
    • Ince, Akif and Peri, Ilaria and Pesenti, S. (2022) . Quantitative Finance 22 (10), pp. 1871-1891. ISSN 1469-7688.
    • Bellini, F. and Peri, Ilaria (2022) . SIAM Journal on Financial Mathematics 13 (1), pp. SC26-SC38. ISSN 1945-497X.
    • Corbetta, J. and Peri, Ilaria (2018) . The European Journal of Finance 24 (13), pp. 1075-1087. ISSN 1351-847X.
    • Hitaj, A. and Mateus, C. and Peri, Ilaria (2018) . Risks 6 (1), pp. 17. ISSN 2227-9091.
    • Burzoni, M. and Peri, Ilaria and Ruffo, C.M. (2017) . Quantitative Finance 17 (11), pp. 1735-1743. ISSN 1469-7688.
    • Frittelli, M. and Mancini, L. and Peri, Ilaria (2016) . Journal of the Association for Information Science and Technology 67 (12), pp. 3051-3063. ISSN 2330-1643.
    • Frittelli, M. and Maggis, M. and Peri, Ilaria (2014) . Mathematical Finance 24 (3), pp. 442-463. ISSN 0960-1627.

    Conference item

    • Athanasopoulou, Maria Eleni and Deveikyte, Justina and Mosca, Alan and Peri, Ilaria and Provetti, Alessandro (2022) . 2nd ACM International Conference on AI in Finance, 2022, London, UK