A New Approach to Modelling the Dynamics of Implied Distributions: Theory and Evidence from SP500 Options

Dr. George Skiadopoulos
Event information
Date 27th November 2001
Time 1:00pm - 2:00pm
Venue ICMA Centre, Room G03/04
Event types:
Research Seminars

George Skiadopoulos is the ADEX Research Fellow in Financial Engineering at the Financial Engineering Research Centre (FRC) of the Athens University of Economics and Business (AUEB) and an Associate Research Fellow at the Financial Options Research Centre (FORC) at the University of Warwick. He holds a Ph.D. in Financial Derivatives from the University of Warwick and an MSc in Mathematical Economics and Econometrics from the London School of Economics. From 1995 to 1999 he was a Research Fellow at FORC. In the period 1999-2000, he worked in the R&D Group of the Athens Derivatives Exchange (ADEX). He has also acted as a consultant to Greek and international financial institutions and he is a Visiting Assistant Professor at the postgraduate AUEB's programs in Finance. He has published in academic journals and books, and he is a speaker in international conferences.

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