Research Interests 

  • the empirical validation and implementation of financial asset pricing models;

  • the pricing of options and other derivative securities;

  • financial engineering and risk management;

  • trading technology and market microstructure;

  • statistics, econometrics, and stochastic processes;

  • computer algorithms and numerical methods;

  • financial visualization;

  • nonlinear models of stock and bond returns;

  • hedge-fund risk and return dynamics and risk transparency;

  • evolutionary and neurobiological models of
    individual risk preferences and financial markets;