Currently teaching: Currently teaching:

 

Probabilitat i Estadística (Fac. Economia i Empresa)

Derivatives and Risk Management (Fac. Economia i Empresa)

Advanced Option pricing and Modeling (Barcelona GSE)

Advisor of the following Final Degree Projects Advisor of the following Final Degree Projects

- Gabriel García Arenas (2015): Mètodes numèrics en l'avaluació d'opcions

- Suren Harutyunyan and Adrià Massip (2017): A numerical analysis of the modified Kirk's formula and applications to spread option pricing approximations https://repositori.upf.edu/handle/10230/36014

- Jordi Mora (2018): U.S. GDP and S&P 500: An Inquiry into the Nature and Causes of the EconometricRelation between GDP and Stock Market in the U.S. http://hdl.handle.net/10230/42502

- Joan Antoni Seguí (2018): Monte Carlo Methods and Variance Reduction Techniques on Floating Asian Options http://hdl.handle.net/10230/42487

PhD advisor of PhD advisor of

David García-Lorite (PhD program in Mathematics, University of Barcelona)