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Prof.
Markus Leippold
SFI Faculty Member (since October 2006)
University of Zurich

Markus.Leippold@sfi-research.ch
+41 44 634 50 69

Markus Leippold holds the Vontobel Chair of Financial Engineering at the University of Zurich and has been an SFI faculty member since October 2006. During his professorship term at Imperial College London, he was the director of the Center of Quantitative Finance. Throughout his career, Prof. Leippold has been involved in numerous projects with the Swiss banking industry. He is a founding partner of Lambda Capital, providing consultancy services in risk management, portfolio management, and asset pricing.

Research Interests
His main research interests lie in asset management, risk management, derivative pricing, and volatility modeling.

Recent Research
One of Prof. Leippold’s recent co-authored studies analyzes the impact of funding costs and margin
requirements on the price of options traded on
the Chicago Board Operations Exchange (CBOE). Funding costs (i.e. the spread between the borrowing and lending rates that investors face) and the recent increase in the amount of collateral option sellers are required to deposit have both had a positive, substantial and significant effect on increasing the price of options. These increases in option prices further translate into a skew and smile pattern for implied volatility curves.


Event

06.05.2015
SFI Lunch & Learn Informationsveranstaltung, Zürich  

07.05.2015
SFI Frühstück Seminar mit Prof. Tobias Straumann
Thema: Träume und Schäume: Zukunftsszenarien für den Finanzplatz Schweiz.

19.05.2015
SFI Evening Seminar with Prof. Jean-Pierre Danthine, Geneva
Topic: Swiss Monetary Policy Facts ... and Fictions

SFI Evening Seminar with Duncan Innes-Ker, Zurich
Topic: ASEAN economic community, what will it mean for the finance sector?

20.05.2015
SFI Lunch Seminar with Duncan Innes-Ker, Geneva
Topic: ASEAN economic community, what will it mean for the finance sector?

More events


Press releases

20.04.2015

Swiss Finance Institute and zeb.rolfes.schierenbeck.associates launch the first Swiss Asset Management Survey.
Pressemitteilung
Press Release


15.04.2015
Swiss Finance Institute publishes its second White Paper on "Will investment banking survive? Regulatory changes and technological advances are altering the investment banking landscape" written by SFI Prof. Semyon Malamud.
English version, German version, French version, Italian version


More press releases...


SFI in the news

NZZ: "Dominante Rolle von CS, UBS und ZKB"
Article on SFI Prof. Semyon Malamud's white paper on "The Future of Investment Banking"  (17.04.2015)


Agefi: "La nécessité d'investir dans le shadow banking"
Article on the SFI white paper "The Future of Investment Banking" written by Prof. Semyon Malamud (16.04.2015)


Le Temps: "L’assurance de l’ombre menace la finance"
Article on the SFI OPA winners', Ralph Koijen and Motohiro Yogo, study on shadow insurance (13.04.2015)

Washington Examiner: "Rand Paul's college tuition pander"
Article referring to SFI Prof. Martin Hoesli's study on mortgage interest payments (11.04.2015)



More press coverage...


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