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My work concentrates on Financial Economics and Option-Pricing.  I have been in Academia at Pompeu Fabra (Bcn), ITAM (México), UCLA (California), UC3M (Madrid), and Esade (Bcn). 

I had also spent four years working as a Quant in Equity Derivatives in Bankia (Madrid, 2007-2011).  

Now, I'm a Fellow at the Bank of Spain.

My research focuses on:  1. Algorithms for valuation of American-style securities.  2. Option-pricing in incomplete markets.  3. Estimation and implementation of jump-diffusion models and volatility applications.  4. Default- and Credit-Risk (from an American-style option perspective). 5. Robust hedging and linear programming

I have a Ph.D. in Financial Economics from UC3M at Madrid (1992-1996).  

Postal adress:  Banco de España - C/ Alcalá 48 - 28014 Madrid (Spain).  +34 91 3385498