Dr Luiz Vitiello
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Email
lrviti@essex.ac.uk -
Telephone
+44 (0) 1206 874261
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Location
EBS.3.93, Colchester Campus
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Academic support hours
You can find details of Academic Support hours on the EBS UG and PG information page on Moodle or by calling EBS Student Services on 01206873911
Research and professional activities
Research interests
Options and derivatives pricing
Asset pricing
Application of generalised/high moment distributions to option/asset pricing
Teaching and supervision
Current teaching responsibilities
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Financial Modelling (BE314)
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The Pricing of Securities in Financial Markets (BE331)
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Options and Futures (BE332)
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Financial Derivatives (BE351)
Current supervision
Publications
Journal articles (6)
Vitiello, L. and Poon, S-H., (2022). . Review of Quantitative Finance and Accounting. 58 (4), 1665-1684
Chen, K., Vitiello, L., Hyde, S. and Poon, S., (2018). . Journal of International Money and Finance. 86, 171-188
Vitiello, L. and Rebelo, I., (2015). . Review of Derivatives Research. 18 (3), 291-300
Vitiello, L. and Poon, S., (2014). . Review of Derivatives Research. 17 (2), 241-259
Vitiello, L. and Poon, S., (2009). . Journal of Futures Markets. 30 (5), 409-431
Vitiello, L. and Poon, S., (2008). . The Journal of Derivatives. 15 (4), 48-60
Reports and Papers (1)
Chen, K., Vitiello, L. and Poon, S-H., The Reality of Stock Market Jumps Diversification
Contact
Academic support hours:
You can find details of Academic Support hours on the EBS UG and PG information page on Moodle or by calling EBS Student Services on 01206873911
