معرفی
Carlo Sala is an Associate Professor of Finance at ESADE Business School (Ramon Llull University), serving as Director of the M.Sc. in Finance program. He holds a Ph.D. in Finance from the Swiss Finance Institute (SFI) at the University of Lugano. His research focuses on option pricing, risk management, econometrics, and mathematical finance. He has held visiting researcher roles at leading institutions including University of Oxford, University of Oslo, and Aalto Business School. Sala teaches advanced finance courses such as Derivatives, Asset Pricing, and Fintech, and advises on risk management strategies through his consulting work at Kakubi and CO.MO.I. His research explores topics like cryptocurrency market dynamics, volatility forecasting, and pension fund risk management.
Education:
- Ph.D. in Finance, Swiss Finance Institute (SFI), University of Lugano, Switzerland
Research Interests:
- Option pricing mechanisms and volatility modeling
- Risk management frameworks for financial institutions
- Econometric analysis of financial markets
- Application of machine learning in financial modeling (e.g., SABR model calibration)
- Cryptocurrency and DeFi market interconnectedness
Professional Contributions:
- Cofounder of Kakubi, specializing in risk management consulting
- Designed CDS-based risk model for CO.MO.I's Milan branch
- Former quantitative analyst in European energy markets at Accenture
Collaborations: Active in the Group of Research in Economics and Finance (GREF), leading projects funded by the Catalan Government (AGAUR) from 2017-2025.
