Andrea Consiglio is professor of mathematical finance at the University of Palermo, Italy. He held positions at the University of Calabria and at the University of Cyprus. He has participated in consultancy projects with the Banca della Svizzera Italiana (CH) and Prometeia (IT). He has been an external reviewer for a scientific project funded by PetroBras (BR), court experts in lawsuits on derivatives evaluation, and he has led various research projects as principal and associate investigator. He has co-authored two books and numerous articles for various leading academic journals. In 2006 he was awarded the EURO Excellence in Practice Award, jointly with Stavros A. Zenios and Flavio Cocco. His research interests encompass many areas in the field of financial modelling and computational finance. He holds a PhD in applied mathematics to finance and econo