PhD in Mathematical Economics, National Pure and Applied Mathematics Institute (IMPA) (2000). MSc in Mathematical Economics, National Pure and Applied Mathematics Institute (IMPA) (1996). BSc in Mathematics, Pontifical Catholic University, Lima, Peru (1994).
CNPQ Researcher level 1C. President of Brazilian Finance Society (2015-2017) and member of the board since 2009. Recently, he was a visiting professor at Universitat Pompeu Fabra and visiting schoolar at ESE Business School de Barcelona, with.Senior fellowship from Capes. Actually, he is associate editor of Revista Brasileira de Economia and reviewer of many international journals. He also worked for Banco Pactual and gave courses at Central Bank, National Treasury and Coca-Cola. Also, he has published in journals such Journal of Banking and Finance, Quantitative Finance, Games and Economic Behaviour among others.
Fields of Interest
- Collateral Requirements and Optimal Regulation
- Insider Trading and Optimal Penalty Rules
- Game Theory with Discontinuities and Applications
- Optimal Portfolio Allocation
- Pricing Assets and Derivatives