Pierluigi Vallarino

I am a PhD student at  Aarhus University  under the supervision of Leopoldo Catania, Alessandra Luati and  Paolo Santucci de Magistris. 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.

Before my graduate studies, I obtained a Bachelor of Arts in Economics from LUISS Guido Carli (cum laude)  and a Master of Science in Quantitative Finance from the ETH/UZH (summa cum laude).  Here is a link to my CV .

Contacts
Email: pv@econ.au.dk
Postal address: Fuglesangs Allé 4; building 2621, 7e; 8210 Aarhus V; Denmark.