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+41 44 634 50 69

Markus.Leippold@sfi-research.ch

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. His main research interests lie in derivative pricing and volatility modeling.

One of Prof. Leippold’s recent studies proposes a new technique for measuring high-frequency volatility in foreign exchange markets. As traders submit thousands of buy and sell orders every second, they create disturbances that render estimates of price volatility inaccurate. The ability of this new technique in eliminating these disturbances and its forecasting performance are tested over four major currency pairs.

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.


Event

02.10.2014
Lunch & Learn @ SFI
Informationsveranstaltung, Zurich

09.10.2014
SFI Breakfast Seminar with Prof. Aleksander Berentsen
ZKB, Josefstrasse 222, 8005 Zurich

16.10.2014
SFI Frühstückseminar mit Dr. G. Dobrauz & Dr. S. Amara, PwC
ZKB, Josefstrasse 222, 8005 Zurich

13.11.2014
9th Annual Meeting - People or Technologies: Where to Invest for the Future of Swiss Banking?

More events


Press releases

08.05.2014
Swiss Finance Institute held, in partnership with McKinsey & Company and the Swiss Bankers Association, a half-day conference on: "Banking services for Swiss companies: needs, availability and trends".
English version / German version

09.04.2014
Swiss Finance Institute publishes its first White Paper, "The Extra Cost of Swiss Banking Regulation," by Professor Jean-Charles Rochet
English version / German version


17.03.2014
IAZI AG und Swiss Finance Institute lancieren CAS in Real Estate Finance

More press releases...


SFI in the news

L'Hebdo: Philippe Bacchetta pour succéder à Jean Pierre Danthine à la BNS
Article about candidates for succession at BNS' Direction (10.09.2014)

Varese News: A Lugano, a lezione dal Prof. Schiller, nobel per l'economia
Article about EFA program, workshops and key speakers (29.08.2014)

Corriere del Ticino: Lugano, una calamita per la finanza mondiale
Article about SFI and EFA, Interview Prof. François Degeorge (05.08.2014)

Le Temps: Des stratégies de placement piégées par l'après-krach boursier
Article about SFI Outstanding Paper Award winners Tobias Moskowitz and Kent Daniel (14.07.2014)

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