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Marzia Freo

Home Country

Financial Option Strategies and Volatility Forecasting for Pricing, Hedging and Arbitrage

Program

Fulbright Visiting Scholar Program

Program Country

Grant Activity Type

Research

Discipline

Academic Year

Dates

May 2001 - April 2006

Flex

No

Scholar type

Non-U.S. (Visiting) Scholar

Project Title

Financial Option Strategies and Volatility Forecasting for Pricing, Hedging and Arbitrage

Scholar Information

Grantee

Marzia Freo

Title

Research Associate

Institution

University of Bologna

Department

Institute of General Mathematics and Finance

Host Institutions

Institution

University of Pennsylvania

Faculty

Dr. Andrew B. Abel

Host Department

Department of Finance