I am an Associate Professor in Finance at the Johns Hopkins Carey Business School.
I received my Phd in finance from the Swiss Finance Institute at the University of Lugano (CH) in 2009.
My research interests are related to theoretical and empirical asset pricing with particular attention to derivative markets and high-frequency data.
Specifically, my main interests are:
• asset pricing
• derivative pricing
• financial econometrics
• risk management
- New: Asset Pricing with Cohort-Based Trading in MBS Markets
(with Wei Li, Haoyang Liu, and Zhaogang Song)
- New: Testing for Asset Price Bubbles using Options Data
(with Robert Jarrow and Sujan Lamichhane)
- New: Structural Stochastic Volatility
(with Federico Bandi and Roberto Reno')
- Coming Soon: Matlab Toolbox for Option Pricing & GUIs (version 1.0)
Feel free to contact me if you would like to receive an alpha version of the Toolbox.
- +1 (410) 234 9411