Welcome to my website. Here, I post material related to things that interests me.
This material mostly includes my working papers and main publications, which I will hopefully manage to keep up to date, econometric code as well as some code
for derivatives pricing. The latter is meant to be mostly a pedagogical tool for my students, though in a couple of cases it is sofisticated enough to be of
some interest to practitioners in the financial industry. In time, and time permiting, I will add more. There is also a link to my blog, where we can chat about
everything that has to do with finance, financial markets and how these two impact on the economy at large.