photo of Andreas Kaeck

Prof Andreas Kaeck

Post:Professor of Finance (Business and Management)

Telephone numbers
UK:01273 678433
International:+44 1273 678433

Research expertise:
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Prior to joining the Finance Group at Sussex, Andreas was an Assistant Professor of Finance at the University of St Gallen, Switzerland. Andreas has previously taught many finance courses at postgraduate level, including market risk, derivatives, portfolio theory and asset pricing. His research interests cover investment-related research problems (e.g. optimal portfolios based on recent product innovations like volatility derivatives) and general asset pricing issues. He also applies statistical methods to the estimation and implementation of advanced option pricing models and to stochastic volatility and jump models in particular.