Specialisms
Location
ICMA Centre, Whiteknights CentreMiriam is a lecturer of Finance at the ICMA Centre Management since October 2012. Prior to joining the ICMA Centre, Miriam was a Teaching Fellow at Warwick Business School where she completed her PhD in Finance in December 2012. She holds also a BSc and an MA in International Economics from the University of Tor Vergata (Rome), and an MSc in Economics and Finance from Warwick Business School.
Her research interests are primarily in the areas of Asset Pricing and Liquidity, Credit Risk, Empirical Finance, Financial Crisis and Contagion, and Market Microstructure. Miriam has presented her research work in several workshops and conferences in the UK and overseas. Her current work is focused on: detecting and explaining cross-market illiquidity commonalities and liquidity effects on credit default swaps and synthetic CDOs; testing structural models for default risk and market microstructure models in debt and credit derivative markets; and investigating issues related to tail risk and investors’ uncertainty in financial markets.
Financial Engineering
Designed to combine theoretical and practical approaches to exotic derivatives in different markets: equity, FX, interest rates and credit. The objectives of the module include providing you with an overview...
Fixed Income and Equity Investments
Fixed Income and Equity Investments deals with the valuation of fixed income and equity securities. The module focuses on the basic characteristics of these securities and the strategies used for...
