Volatility as an Asset Class

Martin Wallmeier graduated in Economics from the University of Muenster in Germany.
Event information
Date 17th May 2006
Time 1:00pm - 2:00pm
Venue ICMA Centre, Room G03/04
Event types:
Research Seminars

He obtained his Ph.D. degree from the University of Augsburg in 1997 with a dissertation on stock market anomalies in Europe. As an Assistant Professor at the same university, he worked on the determinants of the smile in DAX and ESX option prices and on option-implied price processes (Habilitation thesis, published at Springer). Since October 2002, he is Professor of Finance and Accounting at the bilingual (German, French) University of Fribourg in Switzerland. He also teaches financial management in various Executive MBA programs and is currently editor-in-chief of the Swiss Journal of Business Research and Practice. He has published, among others, in the Journal of Computational Finance and the European Financial Management Journal. His primary research interests are in empirical finance, asset pricing, corporate finance and valuation.

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