Dr. Anja Frommherz

Assistentin Finanzmarkttheorie
anja.frommherz-at-unibas.ch

Büro 5.42
Wirtschaftswissenschaftliche Fakultät
Peter Merian-Weg 6
Schweiz - 4002 Basel

Tel.
+41 61 207 33 19

Research Interests

  • Empirical Market Microstructure
  • Option Pricing
  • Implied Stochastic Volatility

Education

  • 2015: Visiting PhD, New York University Stern School of Business
  • 2012: PhD Mobility Student, Swiss Finance Institute, University of Zurich
  • 2011: MSc in Business and Economics, University of Basel
  • 2010: Economics Graduate Program, University of California, San Diego
  • 2009: BA in Business and Economics, University of Basel

Teaching

  • Finance II, BA elective, Fall terms
  • Finance I, BA elective, Spring terms
  • Quantitative Security Analysis, MSc elective, Spring 2012
  • Advanced Corporate Finance, MSc compulsory, Fall 2011

Working Paper

Price Discovery of German Index Derivatives During Financial Turmoil (2014) Working Paper

 

 

Letzte Änderung: 01.11.2016



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