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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.

CONTACT

University of Houston, Bauer college of business

4750 Calhoun Rd, Houston TX 77004

Email: ppederzoli@bauer.uh.edu

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)