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Dr. Markus A. Leippold Assistant Professor, Swiss Banking Institute, University of Zurich, Switzerland1 Talk
Markus Leippold is Assistant Professor of Finance at the Swiss Banking Institute of the University of Zurich. Prior to moving back to academia he was working for Sungard, Trading and Risk Management Systems and the Zurich Cantonal Bank. Markus’ main research interests are term structure modeling, asset pricing and risk... read moremanagement. He was a Research Fellow at the Stern School of Business in New York and obtained his PhD from the University of St. Gallen, Switzerland, in 1999. He has published in several Journals such as Journal of Financial and Quantitative Analysis, Journal of Economic Dynamics and Control, Journal of Banking and Finance, Review of Derivative Research, Journal of Risk, Journal of Futures Markets, and Review of Finance. In 2004, the research paper he co-authored on credit contagion won the STOXX Gold Award at the annual conference of the European Financial Management Association. During 2005, he was a Visiting Researcher at the Federal Reserve Bank in New York.