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Market Structure and Transaction Costs of Index CDSs
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Zenodo2023Utilizing additive manufacturing and mass customization under capacity constraints
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SPRINGER2022The role of ride-split revenue optimization on service level and traffic operation
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EPFL2020Slow Moving Capital and Trade Execution Costs: Evidence from a major trading Glitch
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2020Recombinant Proteins for Industrial versus Pharmaceutical Purposes: A Review of Process and Pricing
Recombinant proteins have been produced for over 30 years. Applications range from enzymes used in laundry detergents to antigen-detecting antibodies in cancer therapy. Despite similarities in manufacturing, drastic differences in retail pricing between re ...
2019Three Essays in Banking and Finance
This thesis develops three models that study the motivation of various agents to take on debt,
and the impact that excessive financial leverage can have on social welfare.
In the chapter "Short-term Bank Leverage and the Value of Liquid Reserves", the ince ...
EPFL2019Equilibrium Models for Derivatives Markets with Frictions
This thesis develops equilibrium models, and studies the effects of market frictions on risk-sharing, derivatives pricing, and trading patterns.
In the chapter titled "Imbalance-Based Option Pricing", I develop an equilibrium model of fragmented options m ...
EPFL2018Essays on the Market Structure and Pricing of Credit Derivatives
This thesis analyzes the interrelation between market structure and price formation in credit derivatives markets. Traditionally, credit derivatives are traded in relatively opaque over-the-counter markets in which trading is segmented and subject to many ...
EPFL2016