Paola Pederzoli

Education

• Master Collegio Carlo Alberto (2008 — 2009)
• Laurea specialistica Università degli Studi di Pavia (2005 — 2008)
• Laurea triennale Università degli Studi di Pavia (2002 — 2005)
• University of Geneva

Companies

• Assistant Professor in Finance University of Houston, C.T. Bauer College of Business (2018)
• Phd in Finance SFI Swiss Finance Institute (2011 — 2018)
• Visiting Phd student The London School of Economics and Political Science (LSE) (2016 — 2017)
• Quantitative analyst Intesa Sanpaolo (2010 — 2011)
• Quantitative business analyst Method Investments & Advisory Ltd. (2009 — 2010)
• Junior quantitative analyst Simon-Kucher & Partners (2007 — 2007)

Publications and Working Papers

• Early Exercise Decision in American options with dividends, stochastic volatility and jumps. A. Cosma, S. Galluccio, P. Pederzoli and O. Scaillet.
  Journal of Financial and Quantitative Analysis, 55(1), February 2020, 331-356.
  2017 Swiss Derivative Award Nomination Prize.

• Skewness Swaps: Evidence from the Cross-Section of Stocks.
  Job Market Paper, P. Pederzoli.
  2019 FMA Best Paper Award in Derivatives and Options
  2017 SFI Best Doctoral Paper Award.

• Market-Maker Supply and Investor Demand for SPX Options: A VAR Approach. K. Jacobs, A. Mai, P. Pederzoli.