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I am a job market candidate in Economics at Rutgers University. My research fields are financial economics, econometrics and macroeconomics. I study the relationship between the price of derivatives and clearing methods in a theoretical framework. Particularly, I focus on how regulation affects the standard practice of valuation as they introduce multilateral netting, compression and sharing-losses strategies. I am also interested in the quantitative empirical assessments of the impact of financial reforms on asset pricing.

Research Interests: Financial Economics, Econometrics and Macroeconomics.

I will be available for interviews at the ASSA Annual Meeting in Philadelphia 5-7 January, 2018. 

Contact me at frojas@economics.rutgers.edu