Hassan Sadeghi

Education

• University of Zurich Doctor of Philosophy - PhD Finance 2019 – 2023
• ETH Zürich Master’s Degree Quantitative Finance 2016 – 2019
• University of California, Los Angeles Visiting Graduate Researcher 2018 – 2019
• HEC Lausanne - The Faculty of Business and Economics of the University of Lausanne Master’s Degree Finance, General 2015 – 2016
• University of Tehran Bachelor of Science (BS) Economics 2010 – 2014
• Alavi Haigh School High School Physics and Mathematics 2006 – 2010

I focused on interdisciplinary topics of Statistics and Quantitative Finance. To be more precise, I focus on relations and dependencies between different markets, working with Extreme Value Theory and use its applications, risk measures and finding the appropriate concept of risk for aggressive financial markets. The next priorities would be price modeling by using Stochastic processes and its applications, forecasting, and financial time series.

Research Interests

interdisciplinary topics of Statistics and Quantitative Finance, focussing on relations and dependencies across different markets, working with extreme value theory and using its applications, risk measures and fnding the appropriate concept of risk for aggressive financial markets