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
- 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
- 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.
- Joan Antoni Seguí (2018): Monte Carlo Methods and Variance Reduction Techniques on Floating Asian Options
- Pérez Catalán, Adrián; Ibáñez Prat, Ferran; Moreno Sepena, Javier; Neyra Pérez, Andrés Jesús (2020): Modelització factorial en el mercat borsari espanyol.
- Burgaya Ventura, Ferran (2021): Stochastic volatility models.
-
Bragagnini, Iker C.; Colom Cervera, Marc; Moreno Calixto, Iván (2022): The SABR model in Financial Practice.
PhD advisor of
- David García-Lorite (Mathematics, UB)
- Makar Pravosoud (Economy, UPF, jointly with Eulàlia Nualart)