Pedro Serrano (PhD in Quantitative Finance from Universidad del País Vasco, 2008) is Associate Professor in Finance at the Department of Business Administration at the University Carlos III of Madrid (UC3M). He has previously hold research positions as Visiting Scholar at Universities of Columbia (New York), Califonia-Los Angeles (UCLA), Pompeu Fabra (Barcelona, Spain), Carlos III of Madrid (Madrid, Spain) and Alicante (Alicante, Spain). Pedro currently teaches in several master’s and doctorate programmes at the UC3M. Specifically, he is responsible for courses on asset pricing (PhD and master in actuarial and financial sciences), derivatives (master in finance) and risk management (master in industrial economics). He also coordinates the teaching of Financial Economics at the Business Administration Degree at UC3M. Pedro is currently deputy director of the master’s degree in Actuarial and Financial Sciences at UC3M. His interests focus on quantitative finance, especially continuous time financial modelling and econometrics. He has also worked on the valuation of derivatives and risk measurement in general. His articles have been presented in numerous national and international congresses. He has also collaborated with several private entities in financial risk assessment.
(NEW!) Alonso, I., Serrano, P. and A. Vaello-Sebastià (2020) The impact of heterogeneous unconventional policies on market uncertainty, Working paper, April 2020.
Groba, J. and P. Serrano (2020), Foreign monetary policy and firms’ default risk, The European Journal of Finance (forthcoming).
Lafuente, J.A., Petit, N., Ruiz, J. and P. Serrano (2020), Dissecting interbank risk in basis swap spreads, The World Economy (forthcoming).
Boado-Penas, M.C., Godínez-Olivares, H., Haberman, S. and P. Serrano (2019), Automatic balancing mechanisms for mixed pension systems under different investment strategies, The European Journal of Finance, 26:2-3, 277-294.
Figuerola-Ferretti, I., Tang, T., Serrano, P. and A. Vaello, Supercointegrated, Working paper, July 2017.