Paola Pederzoli
Assistant Professor in Finance at Bauer College of Business
Biography
Bauer College of Business
Education
- Master Collegio Carlo Alberto (2008 — 2009)
- Laurea specialistica Università degli Studi di Pavia (2005 — 2008)
- Laurea triennale Università degli Studi di Pavia (2002 — 2005)
- University of Geneva
Companies
- Assistant Professor in Finance University of Houston, C.T. Bauer College of Business (2018)
- Phd in Finance SFI Swiss Finance Institute (2011 — 2018)
- Visiting Phd student The London School of Economics and Political Science (LSE) (2016 — 2017)
- Quantitative analyst Intesa Sanpaolo (2010 — 2011)
- Quantitative business analyst Method Investments & Advisory Ltd. (2009 — 2010)
- Junior quantitative analyst Simon-Kucher & Partners (2007 — 2007)
Publications and Working Papers
Early Exercise Decision in American options with dividends, stochastic volatility and jumps. A. Cosma, S. Galluccio, P. Pederzoli and O. Scaillet.
Journal of Financial and Quantitative Analysis, 55(1), February 2020, 331-356.
2017 Swiss Derivative Award Nomination Prize.Skewness Swaps: Evidence from the Cross-Section of Stocks.
Job Market Paper, P. Pederzoli.
2019 FMA Best Paper Award in Derivatives and Options
2017 SFI Best Doctoral Paper Award.Market-Maker Supply and Investor Demand for SPX Options: A VAR Approach. K. Jacobs, A. Mai, P. Pederzoli.
Videos
Paola Pederzoli -- Crash Risk in Individual Stocks
Read about executive education
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