Valerio Poti's

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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.

Valerio Potý

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