Paola Pederzoli
Léman
Ausbildung
10/2012 - present | Swiss Finance Institute PhD Program (Phase II - Research); Supervisor: Prof. Olivier Scaillet |
09/2011 - 08/2012 | Swiss Finance Institute PhD Program (Phase I - Coursework) |
2008 - 2009 | Master in Finance, Collegio Carlo Alberto, Torino, Italy |
2005 - 2008 | Master in Mathematics, University of Pavia, Italy |
2005 - 2006 | Visiting Student, University of Leicester, Leicester, UK |
2003 - 2005 | Bachelor in Mathematics, University of Pavia, Italy |
Research Interests
Asset Pricing, Derivatives, Market Microstructure, Financial Econometrics
Forschungsarbeiten
Valuing American options using fast recursive projections" with A. Cosma, S. Galluccio and O. Scaillet "The market price of skewness
Sprachen
Italian (native), English (fluent), French (good)