I am an Assistant 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
• financial econometrics
• volatility measurement and forecasting
• derivative pricing
- 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.
- New: Short-Term Market Risks Implied by Weekly Options
- New: The Pricing of Tail Risk and the Equity Premium: Evidence from International Option Markets
- +1 (410) 234 9411