主要研究方向
教育背景
瑞士洛桑联邦理工大学博士
教授课程
科研成果
Imbalance-Based Option Pricing. Working Paper;
The Demand for Commodity Options. Working Paper, with Semyon Malamud and Michael Tseng;
Electronic Trading in OTC Markets vs. Centralized Exchange. Working Paper, with Ying Liu and Sebastian Vogel;
Monetary Policy Uncertainty and Risk Premia. Working Paper, with Semyon Malamud and Andreas Schrimpf;
Macro-News Announcements and Futures Markets Liquidity. Working in progress, with Hasan Fallahgou;
研究领域
资产定价;期权市场;微观结构;量化投资
奖励、荣誉称号
2016 瑞士洛桑联邦理工大学 Master in Financial Engineering Best TA Award
主要研究项目