Fabio Mercurio

Fabio Mercurio is Senior Quant Researcher at Bloomberg, New York. He holds a BSc in Applied Mathematics from the University of Padua and a Ph.D. in Mathematical Finance from the Erasmus University of Rotterdam. His recent scientific interests include interest rate and inflation modelling, the pricing of hybrids and the smile modelling for the main asset classes. Fabio has published several articles in journals such as Mathematical Finance, Quantitative Finance, Finance and Stochastics and Risk.

Fabio Mercurio is Senior Quant Researcher at Bloomberg, New York. He holds a BSc in Applied Mathematics from the University of Padua and a Ph.D. in Mathematical Finance from the Erasmus University of Rotterdam. His recent scientific interests include interest rate and inflation modelling, the pricing of hybrids and the smile modelling for the main asset classes. Fabio has published several articles in journals such as Mathematical Finance, Quantitative Finance, Finance and Stochastics and Risk. See less