Nikola Vasiljevic

Thesis

Thesis Title: Option Pricing and Market Risk Management in the Presence of Jump Risk
Thesis Advisor: Prof. Markus Leippold
Year of Graduation: 2016

Next Employment

Credit Suisse, Zurich

Research Papers

Publications

Awards

The best paper award at the Belgrade Young Economists Conference 2016 with the paper Option-Implied Intra-Horizon Risk and First-Passage Disentanglement (joint with Prof. Markus Leippold).