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Nicola Fusari
Nationality: Italian
Entered Doctoral Program: 2005/2006
Languages
Italian: mother tongue
English: good
Research Interests
Derivatives and Real Options
Publications and Working Papers - G. Barone-Adesi, N. Fusari, and J. Theal. Barrier option pricing using adjusted transition probabilities. Journal of Derivatives (forthcoming), November 2008.
- N. Fusari and A. Gamba. Valuing modularity as a real option. Working paper (Revise and resubmit, Management Science), November 2008.
- N. Fusari, D. La Vecchia, and D. Ronchetti. Time-changed Lévy processes for option pricing: the GBP-CHF case. Working paper, September 2008.
Attended Conferences - 7th Swiss Doctoral Workshop, Gersensee (June 2008).
Barrier Option Pricing Using Adjusted Transition Probabilities
- 25th Erasmus Conference, Rottherdam (May 2007)
Barrier Option Pricing Using Adjusted Transition Probabilities
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E-Mail
Nicola.Fusari@sfi-phd.ch
Principal Address
University of Lugano
Istituto di Finanza (IFin)
via G. Buffi 13
6900 Lugano
Switzerland
Curriculum Vitae
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Education
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2005–2008
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Phd in Finance, University of Lugano and Swiss Finance Institute, Lugano. Expected in 2009
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2001-2004
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Degree in Economics and Banking, University of Verona, 110/110 (cum laude).
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