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Riccardo Brignone

Research Assistant of the Department of Quantitative Finance

   
Riccardo Brignone

 
Department of Quantitative Finance
Faculty of Economics and Behavioural Science
Albert-Ludwigs-Universität Freiburg
Rempartstraße 16
79098 Freiburg i. Br.
(Germany)

 

 

Office Hours / Contact

Tel.: +49 761 203 2386

E-Mail: riccardo.brignone@finance.uni-freiburg.de

Room: 03-21

Office hours by appointment

 

Research Interests

  • Derivatives pricing
  • Term Structure of Interest Rates
  • Financial Econometrics

 

Publications

  • Brignone R. and Sgarra C. "Asian options pricing in Hawkes-type jump-diffusion models, Annals of Finance" (Forthcoming), 2019.
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