A European Hangover (Work-In-Progress)
with Jean Imbs (Paris School of Economics) and Romain Ranciere (University of Southern California)

​In this paper we use daily stock returns to investigate the consequences of various European bailouts. Special attention is given to the anticipated nature of bailout announcements.

Option Pricing under Time-limited Arbitrage (Bachelor’s Thesis)
supervised by Alberto Gandolfi (NYU Abu Dhabi) 

​Most of the study of option pricing is done under the no arbitrage assumption. In my Mathematics bachelor’s thesis I aim to study the effect presence of arbitrage has on option prices. I construct binomial trees with embedded arbitrage opportunities and study properties of probability measures that eliminate/minimize arbitrage