The Price of the Smile and Variance Risk Premia
University of Lugano (2015)
The Market Price of a Dynamic Smile
Society for Financial Econometrics and Institute for New Economic Thinking, Cambridge, UK (2014)
Research Days of the swiss:finance:institute, Gerzensee, Switzerland (2014)
Finance Seminar at the University L. Bocconi, Milano (2014)
7th World Congress of the Bachelier Finance Society, Brussels, Belgium (2014)
Three Make a Dynamic Smile – Unspanned Skewness and Interacting Volatility Components in Option Valuation
Vienna University of Technology (2010)
6th World Congress of the Bachelier Finance Society, Toronto, Canada (2010)
European Finance Association Annual Meeting, Frankfurt, Germany (2010)
Midwestern Finance Association Annual Meeting, Chicago (2011)
Eastern Finance Conference, Savannah, GA (2011)
Option pricing with matrix affine jump diffusions
PEF research seminar, University of St. Gallen (2008)
finrisk Research Day, Gerzensee, Switzerland (2008)
X. Workshop on Quantitative Finance, Milano (2009)
by Z. Chen and A. Lu
13th International Paris Finance Meeting, Paris, France, 2016-12-16
by R. Loepez
Affi annual meeting, Cergy, France, 2015-06-02
K. Kehrle et al.
9th finrisk Resarch Day, Gerzensee, Switzerland, 2012-06-11
V. Galsband et al.
Workshop on Financial Determinants of Exchange Rates, Banca d'Italia, Rome, 2011-12-21
A. Engulatov et al.
10th Swiss Doctoral Workshop in Finance, Gerzensee, Switzerland, 2011-06-06
T. Bali et al.
Eastern Finance Conference, Savannah, GA, 2011-04-15
A. Kaeck et al.
Midwestern Finance Association Annual Meeting, Chicago, 2011-03-03
by A. Buraschi et al.
Financial Markets and Real Activity, Paris, France, 2008-11-21
Joint model of corporate default intensities and macroeconomic dynamics
by V. Sahakyan et al.
Swiss Doctoral Workshop in Finance, Gerzensee, 2008-06-02
by Pascal St-Amour
NCCR finrisk Research Day, Gerzensee, Switzerland, 2007-06-14
by Jörg Osterrieder
NCCR finrisk workshop, Gerzensee, Switzerland, 2006-06-13
Peter H. Gruber is a postdoctoral research fellow at the Università della Svizzera Italiana (USI) at Lugano, Switzerland. His research interests include asset pricing, especially risk premia, affine models, numerical methods and applications of high-performance computing in finance and economics.