Welcome to my homepage!
I am an Assistant Professor in Finance at the University of Houston, Bauer College of Business.
I obtained a PhD in Finance at the Swiss Finance Institute, University of Geneva.
I am interested in Asset Pricing, Derivatives and Financial Econometrics.
You can download my CV here.
University of Houston, Bauer college of business
4750 Calhoun Rd, Houston TX 77004
PUBLICATIONS AND WORKING PAPERS
Early exercise decision in American options with dividends, stochastic volatility and jumps
(A. Cosma, S. Galluccio, P. Pederzoli, O. Scaillet)
Supplemental file DLL and Matlab code
Forthcoming in the Journal of Financial and Quantitative Analysis.
Crash Risk in Individual Stocks (P. Pederzoli)
SEMINARS AND CONFERENCES