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;