Welcome to my homepage!
I am an Assistant Professor in Finance at the University of Houston, Bauer College of Business.
I obtained a Ph.D. in Finance at the Swiss Finance Institute, University of Geneva.
You can download my CV here.
CONTACT
Paola Pederzoli
University of Houston, Bauer college of business
4750 Calhoun Rd, Houston TX 77004
Email: ppederzoli@bauer.uh.edu
Tel: +1 713 743 4767
PUBLICATIONS
Early exercise decision in American options with dividends, stochastic volatility and jumps
(A. Cosma, S. Galluccio, P. Pederzoli, O. Scaillet)
DLL and Matlab code
Journal of Financial and Quantitative Analysis, 55 (1), February 2020, pp. 331-356.
2017 Swiss Derivative Award Nomination Prize
WORKING PAPERS
Non-Linear CAPM: Evidence From In-The-Money Options Trading [Oct 2022]
(P. Pederzoli, M. Sandulescu)
Identifying Demand and Supply in Index Option Markets [Dec 2022]
(K. Jacobs, A. T. Mai, P. Pederzoli)
2022 FMA Best Paper Award in Derivatives and Options
MFA 2022, Cancun Derivatives Workshop 2022, SOFIE 2022, FMA 2022, CDI 2022.
Skewness Swaps: Evidence from the Cross-Section of Stocks [Aug 2021]
(P. Pederzoli)
Supplemental File Code [Coming soon]
2019 FMA Best Paper Award in Derivatives and Options
2017 SFI Best Doctoral Paper Award
NFA 2018, EUROFIDAI 2018, ITAM Finance Conference 2019, SOFIE 2019, EFA 2019, FMA Annual Meeting 2019, Virtual Derivatives Workshop 2020.
SEMINARS AND CONFERENCES
Paola Pederzoli 