Pierluigi Vallarino

I am a Postdoctoral Researcher at the Econometric Institute of Erasmus School of Economics. My research focuses on financial econometrics, time series econometrics and quantitative finance. In particular, I am interested in:

• Non-linear time series models;

• Time-varying parameters models;

• Quantitative asset and risk management;

• Option pricing.

I completed my PhD at Aarhus University (pending viva). Prior to that, I had obtained a Bachelor of Arts in Economics from LUISS Guido Carli (cum laude)  and a Master of Science in Financial Mathematics from the ETH/UZH (summa cum laude).  Here is a link to my CV .

Contacts
Email: vallarino@ese.eur.nl
Postal address: Burg. Oudlaan 50; 3062PA Rotterdam; Netherlands.