Curriculum Vitae
(Link to the PDF file)
Education
| Ph.D. in Finance, 2009 (Expected) Leonard N. Stern School of Business, New York University |
| M.Phil. in Finance, 2008 Leonard N. Stern School of Business, New York University |
| M.Sc. in Industrial Engineering, 2002 Pontificia Universidad Catolica de Chile |
| B.Eng. in Industrial and Electrical Engineering, 1999 Pontificia Universidad Catolica de Chile |
| Asset Pricing, Derivatives, Fixed-Income Markets, Commodities Markets |
| "Implied Interest Rates in a Market with Frictions", March 2009 (Download PDF) |
| "An N-Factor Gaussian Model of Oil Futures Prices" (with Gonzalo Cortazar), Journal of Futures Markets, 2006, 26 (3), pp. 243--268 (Link) |
| "Term-Structure Estimation in Markets with Infrequent Trading" (with Gonzalo Cortazar and Eduardo Schwartz), International Journal of Finance & Economics, 2007, 12(4), pp. 353--369 (Link) |
| "Momentum and the Acceleration Hypothesis" (with Stephen Brown) |
| Jules I. Bogen Fellowship, Stern School of Business, 2008-2009. |
| Stern School of Business Fellowship, 2004-2008. |
| Department of Industrial Engineering Award, Pontificia Universidad Catolica de Chile, 2002. |
| Scholarship for Academic Excellence Pontificia Universidad Catolica de Chile, Awarded Twice in 1994 and 1995. |
| Instructor, Financial Management (Undergraduate), Summer 2007 Stern School of Business, New York University Topics Covered: Capital Budgeting; Debt, Equity and Firm Valuation; Capital Structure. Overall Teaching Rating: 6.6 out of 7.0. |
| Teaching Assistant, Advanced Futures and Options (MBA), Fall 2006 Stern School of Business, New York University Prof. Marti Subrahmanyam |
| Instructor, Workshop on Applied Finance (Undergraduate), Spring 2004 School of Engineering, Pontifiia Universidad Catolica de Chile Topics Covered: Fixed Income Strategies, Term Structure Estimation. |
| Teaching Assistant, Rational Pricing of Internet Companies and High-Tech
Projects, May 2001 Amsterdam Institute of Finance Prof. Eduardo Schwartz |
| Journal of Empirical Finance Journal of Futures Markets Journal of Derivatives Quantitative Finance Journal of Business, Finance and Accounting Energy Economics |
| Manager, 2001-2004 RiskAmerica.com, a financial website that provides financial information and asset allocation tools to Chilean financial market participants. - Oversaw the development and launch of the website. - Developed and coded many numerically intensive financial applications. |
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Researcher, 2000-2001
Cortazar & Schwartz Financial Research and Consulting - Worked on commodity pricing models. - Advised on debt issuances and risk management to top chilean companies. |
| Fluent in English, French and Spanish |
| Chilean citizenship |
| Married with one child |
| Prof. Marti G. Subrahmanyam (Chair) Leonard N. Stern School of Business New York University 44 West 4th Street, Suite 9-190 New York, NY 10012 Email: msubrahm@stern.nyu.edu Phone: +1-212-998-0348 |
Prof. Menachem Brenner Leonard N. Stern School of Business New York University 44 West 4th Street, Suite 9-190 New York, NY 10012 Email: mbrenner@stern.nyu.edu Phone: +1-212-998-0323 |
| Prof. Stephen J. Brown Leonard N. Stern School of Business New York University 44 West 4th Street, Suite 9-190 New York, NY 10012 Email: sbrown@stern.nyu.edu Phone: +1-212-998-0306 |
Prof. Joel Hasbrouck Leonard N. Stern School of Business New York University 44 West 4th Street, Suite 9-190 New York, NY 10012 Email: jhasbrou@stern.nyu.edu Phone: +1-212-998-0310 |
| Prof. Stijn Van Nieuwerburgh Leonard N. Stern School of Business New York University 44 West 4th Street, Suite 9-190 New York, NY 10012 Email: svnieuwe@stern.nyu.edu Phone: +1-212-998-0673 |