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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

10.11.2014
Lunch & Learn @ SFI
Informationsveranstaltung, Zurich

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

25.11.2014
SFI Breakfast Seminar with Dr. Philipp Keller
Topic: The Regulatory Cold War: Financial Repression, Protectism and Possible Strategies for Switzerland
Place: Zürcher Kantonalbank, Josefstrasse 222, 8005 Zürich

26.11.2014
SFI Evening Seminar with Dr. Philipp Keller
Topic: The Regulatory Cold War: Financial Repression, Protectism and Possible Strategies for Switzerland
Place: Credit Suisse Forum, Rue de Lausanne 11-19, Geneva

04. Dezember 2014
Evening Event with Dr. Andreas Dombret
Thema: Von der Währungsunion zur Bankenunion - Finanzintegration in Europa
Ort: Zürcher Kantonalbank, Josefstrasse 222, 8005 Zürich

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

Ticino Management: Il Nobel parla, il gestore ascolta
Article about EFA convention (14.10.2014)

Le Temps: Retour de la Tension
Article on Systemic Risk Analysis in banking, by E.Jondeau and M.Rockinger (05.10.2014)

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

L'Agefi: Décision et performance en gestion
Article about SFI Industry Forum Lugano (02.09.2014)


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