Prof. Dr. Antonio Cosma

Antonio Cosma

Associate professor

Sujets de recherche Quantitative Finance, Asset Pricing, Financial Econometrics
Faculté ou Centre Faculté de Droit, d'Économie et de Finance
Department Département Sciences économiques et gestion
Adresse postale Campus Kirchberg, Université du Luxembourg
6, rue Richard Coudenhove-Kalergi
L-1359 Luxembourg
Bureau sur le campus G 012
E-mail
Téléphone (+352) 46 66 44 6763

Research Interests 

Derivative pricing, numerical methods, nonparametric econometrics, financial econometrics

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Antonio Cosma is since 2005 associate professor at the Université du Luxembourg. He holds an MSc in finance and a PhD in Economics from the Université Catholique de Louvain. Before joining the Université du Luxembourg, he was a Post-Doc  researcher at the University of Lugano. He specializes in theoretical and financial econometrics, and in derivative pricing. His main research interests are: nonparametric econometrics and numerical methods for derivative pricing. He teaches mathematics at an undergraduate level, and econometrics at the Master level.

Last updated on: mercredi 22 janvier 2020

CV Antonio COSMA

Short CV

Education

  • Ph.D. Economics, Université catholique de Louvain, Louvain-la-Neuve, Belgium, 2004
  • M.Sc. Financial Economics, Université catholique de Louvain, Louvain-la-Neuve, Belgium, 2000 
  • B.Sc. Physics, Università degli Studi di Pavia, Pavia, Italy

Positions

  • Since 2005, Associate Professor, Université du Luxembourg
  • 2004-2005, Post-doc researcher, Università della Svizzera Italiana, Istituto di Finanza, Lugano, Svizzera 

Administrative tasks

  • 2012–2019 Course director, Bachelor in Management (Bachelor en gestion, professionnel)
  • 2014 Member of the Group of Experts to establish the European Master in Official Statistics
  • 2009 - 2013, Member of the University council
  • 2007–2011 Course co-director (2007-2009) and director (2009-2011), Master of Science in BaSince 2012, Course director of the Bachelor's Degree in Management (Bachelor professionnel en Gestion)
  • 2007 - 2011, Course deputy director (2007-09) and director (2009-11), Master of Science in Banking and Finance
  • Since 2007,  Member of the Faculty council



Last updated on: 25 mai 2020

Teaching at Université du Luxembourg

2014-2015

  • Mathématiques pour Economistes, Bachelor en Sciences Economiques et de Gestion
  • Applied Econometrics, Master in Accounting and Audit
  • Financial Econometrics, Master in Economics and Finance



Last updated on: 22 sept 2014