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