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Dominik Colangelo Nationality: Swiss, Italian Ph.D. in Finance, Swiss Finance Institute and University of Lugano, 2009
Thesis title
Semi-parametric implied volatility surface models and forecasts based on a regression tree-boosting algorithm
Thesis Advisors
Prof. Francesco Audrino
Prof. Fabio Trojani
Current Employement
Scientific researcher (post-doc), Department of Statistics, University of St. Gallen (HSG), St. Gallen
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Email
Dominik.Colangelo@sfi-phd.ch Homepage:
http://www.regtree.ch
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Education
Dr. sc. ec., Swiss Finance Institute PhD program in Quantitative Finance, Università della Svizzera italiana (USI), Lugano
Dipl. Math. ETH, Department of Mathematics, Swiss Federal Institute of Technology (ETH), Zurich
Research Interests
- Computational Finance and Statistics
- Implied volatility surface
- Option Pricing
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