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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

16.04.2014
Lunch & Learn @ SFI
Informationsveranstaltung, Zurich

08.05.2014
SFI Banking Conference 2014
Thema: Bankdienstleistungen für Schweizer Firmen:
Bedürfnisse, Angebot und Trends

2.-3.06.2014
SFI Research Days 2014
Call for Papers available now!

15.05.2014
SFI Frühstückseminar mit Dr. Juerg Syz
Thema: Die grösste Völkerwanderung der Geschichte - was die Urbanisierung in Asien für den Immobilienmarkt bedeutet.

03.06.2014
SFI Frühstückseminar mit Martin Scholl
Thema: SFI Semianrreihe: Swiss Banking Transformation
Testimonials

17.06.2014
SFI Evening Seminar with Andrew W. Lo
Topic: Can financial engineering cure cancer? A new approach to funding biomedical innovation.

More events...


Press releases

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

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SFI in the news

Brazil Business Reports Ltd. Swiss Finance Institute: Delivering World-Class Research and Executive Education
Article about Swiss FInacne Institute (April 2014)

Le Temps: Le risque systémique baisse régulièrement dans la plupart des pays
Article by SFI Professors Eric Jondeau and Michael Rockinger (17.03.2014)

Schweizer Bank: Durchblick im Bildungswald
Article quoting SFI Head of Education Gabriela Maria Payer (01.03.2014)

Bilan: La neurofinance s'invite à l'Université
Article referring to SFI Senior Chair Olivier Scaillet and SFI Professor Michael Rockinger (19.02.2014)

Il Sole 24 Ore: Gli indici della paura diventao opportunita
Article referring to SFI Senior Chair Antonio Mele (15.02.2014)


More press coverage...

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