Research Interests
Derivative pricing, numerical methods, nonparametric econometrics, financial econometrics
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.