MSc Quantitative Finance student at Politecnico di Milano, with a background in Mathematical Engineering.
I work at the intersection of stochastic models, numerical methods, and financial markets.
- Currently pursuing a Master's in Quantitative Finance @ PoliMi
- BSc in Mathematical Engineering (Politecnico di Milano, 2025)
- Interested in derivatives pricing, risk modelling, and data-driven approaches to finance
- Based in Milan — open to international opportunities
- stefanodeamici2003@gmail.com
Pricing engines for European, Barrier (Up&Out), and Bermudan options in MATLAB.
Implements Black-76, CRR Binomial Trees, and Monte Carlo with antithetic variance reduction.
Includes convergence analysis, Greeks (Delta, Vega), and American vs. European barrier comparison.
Full interest rate curve bootstrap from market instruments (deposits, STIR futures, swaps) in MATLAB.
Includes Asset Swap Spread pricing, CDS survival probability bootstrapping testing three methods, and a Monte Carlo credit simulation using a piecewise-constant intensity model with statistical validation of estimated hazard rates.
Unsupervised segmentation of 5,000 bank clients using Gower Distance and K-Medoids on mixed categorical and numerical data in Python. Four actionable customer personas are identified and validated through statistical testing and a prototype-based classifier (LVQ).
