Author Archives: el238

Professor Radu Tunaru’s paper “AN IMPROVED METHOD FOR PRICING AND HEDGING AMERICAN OPTIONS” has been listed on SSRN’s top ten down load list for Econometric Modeling: Derivatives eJournal.

Professor Radu Tunaru has a new paper “Value at Risk and Expected Shortfall Improved Calculation Based on the Power Transformation Method” coming out in the Journal of Derivatives. The paper is co-authored jointly with Dr. Arturo Leccadito from the Department … Continue reading →

Professor Radu Tunaru’s paper “DIVIDEND DERIVATIVES”, was recently listed on SSRN’s Top Ten download list for: CGN: Risk Management Practice (Topic), CGN: Risk Management, Including Hedging & Derivatives (Topic) and Corporate Governance Practice Series eJournal. Click the following link(s) to … Continue reading →

We are pleased to announce that the following students of MSc in Finance, Investment and Risk have been awarded scholarships by the CFA Institute. Omar Hifni Ramrajsingh Dyal Ping Hei Lam Latoya Shinel Boyea Akil Gary Isidore Cooper Congratulation to … Continue reading →

Dr Huamao Wang presented a paper titled ‘Firm investment and capital structure with debt illiquidity risk’ at 3rd European Conference on Banking and the Economy hosted by University of Southampton on 8th October. This is a collaboration work joint with … Continue reading →

Dr Oberoi was invited to the IFSID third conference on derivatives to dicuss the paper ‘The Effects of Asymmetric Volatility and Jumps on the Pricing of VIX Derivatives’ by Yang‐Ho Park, Federal Reserve Board http://expertise.hec.ca/ifsid/en/events/ifsid-third-conference-on-derivatives/ http://expertise.hec.ca/ifsid/en/wp-content/uploads/2014/09/PROGRAM_2014_EN.pdf  

Dr Ekaterini Panopoulou joined the Editorial Board of the Multinational Finance Journal (MFJ) as Associate Editor.  Her name was nominated based on her accomplishments by members of the Advisory Board of the Journal and/or the Board of Directors of the … Continue reading →

Dr Ekaterini Panopoulou, Dr Silvia Stanescu and Dr Nikolaos Voukelatos in collaboration with Prof. Bertrand Candelon (IPAG Business School, Paris), Prof. Manthos Dellis (Surrey Business School, UK) and Prof. Christophe Hurlin (University of Orleans, France) received an ESRC Research Seminars … Continue reading →

  Dr Huamao Wang presented a paper titled Dynamic Asset Allocation with Reaction to the Fundamental at The 2014 FRAP Finance, Risk and Accounting Conference at Oriel College, University of Oxford during September 22-24. This is a collaboration work joint … Continue reading →

Dr. Ekaterini Panopoulou presents the paper ” Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission”, (co-authored with T. Flavin and C. Morley) at the Conference on Econometric Methods for Banking and Finance, organized by Maynooth … Continue reading →