Research Seminar: Risk Arbitrage Opportunities for Stock Index Options
Nazarbayev University Graduate School of Business invites you to the Research Seminar titled “Risk Arbitrage Opportunities for Stock Index Options”, presented by Professor of Finance Thierry Post
Wednesday, March 03, 2021
Professor of Finance, NUGSB
After completing his PhD in Finance at the Tinbergen Institute in 1999, Gerrit Tjeerd (Thierry) Post (1971) had functions as assistant professor, associate professor, full professor (Asset Pricing chair) and head of the Finance department at Erasmus School of Economics in Rotterdam, the Netherlands. His areas of interest are asset management, portfolio theory, asset pricing, behavioral finance and financial econometrics. He taught courses on these topics at BSc, MSc, PhD and MBA level, published over 50 articles in international refereed journals (including American Economic Review, Journal of Finance and Management Science) and published a textbook on Investments together with Prof. Haim Levy of the Hebrew University in Jerusalem. He also held visiting professor positions at Cass Business School of the City University in London and the Graduate School of Business of Koc University in Istanbul. His work on behavioral finance received widespread attention in the international media. In the industry, he headed the Quantitative Strategies department of Robeco Asset Management, a team of 20 dedicated quant researchers that develops quantitative equity and fixed income investment models and strategies for about 16bn euro assets under management.