Dr Marco Realdon
Senior Lecturer in Finance
Accounting & Finance
Telephone: (01792) 295744

Areas of Expertise

  • Models of the term structure of interest rates
  • Credit risk pricing models
  • Bond pricing

Publications

  1. Realdon, M. Discounting earnings with stochastic discount rates The European Journal of Finance 1 27
  2. Realdon, M. Non-linear Gaussian sovereign CDS pricing models Quantitative Finance 1 20
  3. Realdon, M. Credit risk, valuation and fundamental analysis International Review of Financial Analysis 27 77 90
  4. Realdon, M. Gaussian models for Euro high grade government yields The European Journal of Finance 23 15 1468 1511
  5. Realdon, M. Tests of non linear Gaussian term structure models Journal of International Financial Markets, Institutions and Money 44 128 147

See more...

Teaching

  • MN-2502 Financial Markets and Institutions

    The financial sector is one of the most dynamic sectors of a modern global economic system. Innovations within the financial system of developed economies have been increasingly important in recent years and they have been evolving continuously. It is, therefore, important to analyse and understand the main institutions in financial markets, and examine the nature of the financial instruments (securities) they use. This module aims to provide students with an in-depth knowledge of financial systems, institutions, markets and instruments. In addition, this module also provides the gateway for students to understand the practice, policy and contemporary topics related to the financial markets and institutions.

  • MN-M007 Financial Econometrics

    Financial Econometrics aims to provide students with both a theoretical and a practical knowledge of econometric techniques required in the analysis of financial data. This is intended to help students develop the skills required to perform advanced financial analysis. Practical examples and practical sessions are used to illustrate the concepts involved, and particular emphasis is given to using real data in examining and testing hypotheses concerning the properties of, and relationships between, financial series.

Supervision

  • Sovereign Credit default swaps ( CDS), pricing models.«br /»«br /»«br /»«br /»«br /»«br /»«br /» (current)

    Student name:
    PhD
    Other supervisor: Dr Vineet Upreti
  • Term structure of interest rate and DSGE model. (current)

    Student name:
    PhD
    Other supervisor: Dr Bo Yang
  • annual report readability and corporate governance (current)

    Student name:
    PhD
    Other supervisor: Dr Hussein Halabi