Tripti Joshi (Editor)

Marcello Minenna

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Name
  
Marcello Minenna


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Books
  
A Guide to Quantitative Finance: Tools and Techniques for Understanding and Implementing Financial Analytics

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Marcello Minenna is Head of Quants at Consob, PhD Lecturer at London Graduate School of Mathematical Finance and adjunct professor of Quantitative Finance at the Bocconi University.

Contents

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He worked out pioneering results in the field of quantitative methods applied to the surveillance of financial markets focused on insider trading analysis, market abuse detection and risk disclosure of structured products through synthetic indicators. In several public consultations these indicators have received the support of distinguished members of the international academia.

Marcello Minenna Lassessore Minenna sotto attacco dal Pd bufera per il doppio incarico

For his work he has been cited as Quant Enforcer and Quant Regulator by Risk magazine.

Minenna is one of the European economists that propose a radical change of ECB policy, from an inflation target to an interest rate target, in order to achieve a substantial levelling of the real interest rates among the Eurozone countries (the zero spread strategy). This would imply also the use of unconventional monetary measures, up to a partial debt monetization by the ECB. This idea had some resonance in the national press and abroad.

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He has been selected as finance chief in the council of Virginia Raggi in Rome. He resigned on the 31st of August 2016, together with other four senior city officials.

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Selected publications

  • La moneta incompiuta. Ediesse, 2013. ISBN 978-8823017641.
  • A Quantitative Framework to Assess the Risk-Return Profile of Non-Equity Products. Risk Books, 2011. ISBN 978-1-906348-59-5.
  • A Guide to Quantitative Finance. Risk Books, 2006. ISBN 978-1-904339-47-2.
  • M. Minenna. Insider Trading, Abnormal Return, value of preferential information: Supervising through a Probabilistic Model. Journal of Banking and Finance 27, no. 1 (2003), 59-86.
  • M. Minenna. Anamnesi dell'euro e possibili cure. Giurimetria-Rivista di diritto, banca e finanza, no. 1 (2015), 4-48.
  • M. Minenna. Indagine conoscitiva sugli strumenti finanziari derivati. Giurimetria-Rivista di diritto, banca e finanza, no. 2 (2015), 109-126.

    • References

    Marcello Minenna Wikipedia
    (Text) CC BY-SA