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.

Supervisor

Prof. M.H. Vellekoop

Co -supervisor

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

Location

  • Agnietenkapel

    Oudezijds Voorburgwal 229 - 231 | 1012 EZ Amsterdam
    +31 (0)20 525 2362

    Go to detailpage

Published by  University of Amsterdam