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QuantMinds International

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7 - 10 November, 2022
W Barcelona

Carlo Sala
Assistant Professor of Finance at the Department of Economics at ESADE Business School

Profile

Assistant professor and Director of the Master in Finance (ranked 18th worldwide by the Financial Times) at ESADE Business School where he teaches different courses at all levels. Holds a Ph.D. in Finance from the Swiss Finance Institute (SFI) obtained at the University of Lugano (Switzerland).

His research and publications focus on option pricing, risk management, econometrics, fintech and mathematical finance.

He has been invited as a visiting researcher at the University of Oxford (UK), University of Oslo (Norway), the University of New South Wales (Australia), the University of Milano Bicocca (Italy) and Aalto Business School (Finland).

He has previously worked as a private consultant in the risk management sector. Among others, he designed and built a CDS-based ad-hoc risk model for the Milan branch of the international fund CO.MO.I.; worked as a consultant for the financial markets at Accenture, and as a pricing analyst for the European gas and power market.

Agenda Sessions

  • The forecasting power of short-term options

    16:30