Derivatives pricing

18Apr2018 16:00 - 17:00

PhD defence ceremony

In his research, Marko Petrov focuses on various aspects of derivatives pricing. The topics he studies are bivariate options on discrete dividend stocks, CVA for inflation-linked derivatives and bid-ask spreads in dry markets, where there is an absence of trading possibilities.

M. Petrov: Essays on Derivatives Pricing.


Prof. M.H. Vellekoop

Co -supervisor

Dr J.M.G. Amaro de Matos (Universidade Nova de Lisboa)


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Published by  University of Amsterdam