Pierluigi Vallarino

I am a PhD student at Aarhus University and at CREATES 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 and their financial/macro-financial applications.

  • 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 .

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