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| Current Students - R. Marfè | |
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Roberto Marfè
Nationality: Italian
Entered Doctoral Program: 2008
Languages
Italian and English
Research Interests
Equilibrium Asset Pricing
Mathematical Finance
Publications
Multivariate Lévy processes with dependent jump intensity, Quantitative Finance (2011, forthcoming) A generalized variance gamma process for financial applications, Quantitative Finance (2010, forthcoming)
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E-mail
Roberto.Marfe@sfi-phd.ch
Principal Address
University of Lausanne
Extranef Building, room 201
1015 Lausanne
Switzerland
T: +41 21.692.33.89
Website
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Education
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2012
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Research scholar, Department of Economics, Duke University (US), invited.
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2008 - Present
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PhD candidate, Swiss Finance Institute and HEC, Université de Lausanne (Switzerland).
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2007 to 2009
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M.A. in Economics, honors student, Collegio Carlo Alberto (Italy).
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2006 to 2008
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M.Sc. in Finance, summa cum laude, Università di Torino (Italy).
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2004 to 2006
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B.A. in Finance, summa cum laude, Università di Torino (Italy).
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Work Experience
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2009 - Present
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Teaching assistant, Institute of Banking and Finance, HEC, University of Lausanne (Switzerland).
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2009 - 2010
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Research assistant, Collegio Carlo Alberto (Italy).
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2008 to 2009
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Research assistant, Department of Statistics and Applied Mathematics, University of Turin (Italy).
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2007 to 2008
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Information system advisor, University of Turin (Italy).
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