معرفی
Dr. Luiz Vitiello is a Lecturer in Finance at the Essex Business School (EBS), University of Essex. His research focuses on options and derivatives pricing, asset pricing, and the application of generalized distributions in financial modeling. He has supervised doctoral students including Yanjie Xie and Moses Oluwafolajimi Oladayo Dada, with expertise in volatility and tail-risk analysis.
Teaching responsibilities include modules such as Financial Modelling, Options and Futures, and Financial Derivatives. His work integrates theoretical frameworks with practical applications, addressing topics like pricing kernels, mixture distributions, and market consistency. He actively contributes to academic discourse through peer-reviewed journals and maintains an ORCID profile and Google Scholar page.
Dr. Vitiello's research highlights include exploring stock market jump diversification, transformed-gamma distribution models, and fraud detection using Benford's Law. His work bridges econometrics and financial theory, with implications for risk management and portfolio optimization. His articles span over two decades, demonstrating sustained scholarly engagement in quantitative finance.
Academic support hours are available via EBS Moodle pages or Student Services. Contact him at lrviti@essex.ac.uk for further inquiries.
