Elise Gourier

Thesis

Thesis Title:	Affine and Quadratic Models for Volatility and Interest Rates Markets
Thesis Advisor:	Prof. Markus Leippold
Year of Graduation:	2013

Queen Mary University of London

Damir Filipovic, Elise Gourier and Loriano Mancini: Quadratic Variance Swap Models, 2013, Swiss Finance Institute Research Paper No. 13-06
Chris Bardgett, Elise Gourier and Markus Leippold: Inferring Volatility Dynamics and Risk Premia from the S and P 500 and VIX Markets, 2013, Swiss Finance Institute Research Paper No. 13-40