UMBERTO CHERUBINI is Professor of Financial Mathematics at
the University of Bologna. He is fellow of the Financial
Econometrics Research Center (FERC), University of Warwick and Ente
Einaudi, Bank of Italy. He teaches risk management programs for
professionals at the Italian Banking Association, and does
consulting work with Prometeia, an Italian firm specialized in
research and consultancy in economics and finance. He has published
in international journals in economics and finance and has
co-written the book Copula Methods in Finance (published in
2004 by John Wiley).
GIOVANNI DELLA LUNGA is responsible for Market Risk
Methodologies at Prometeia, an Italian firm specialized in research
and consultancy in economics and finance. He teaches Finance and
Computer Programming at University of Insubria (Varese, Italy) and
has published in international journal in physics and
chemistry.