Chris Bardgett
Thesis
| Thesis Title: | Volatility and Correlation Modelling for Equity Indices |
| Thesis Advisor: | Prof. Markus Leippold |
| Year of Graduation: | 2014 |
Next Employment
| Quantitative Analyst, UBS, London |
Research Papers
- Chris Bardgett, Elise Gourier and Markus Leippold: Inferring Volatility Dynamics and Risk Premia from the S and P 500 and VIX Markets, Swiss Finance Institute Research Paper No. 13-40