Peter H. Gruber

Peter H. Gruber is a Senior Lecturer and Senior Scientist at the Università della Svizzera Italiana (USI), Faculty of Economics, in Lugano, Switzerland. He has been affiliated with USI since 2008.

• PhD in Physics from TU Wien
• PhD in Finance from Università della Svizzera Italiana

His research spans multiple disciplines, focusing on:

• Asset Pricing, particularly risk premia and stochastic volatility models
• Numerical Methods in finance and econometrics
• Economics of Cryptocurrencies and Entrepreneurship
• High-Performance Computing applications in economics

His publication trends highlight expertise in option pricing models, matrix affine jump diffusion (MAJD) frameworks, and stochastic skewness analysis. Earlier work in particle physics demonstrates interdisciplinary technical proficiency.

At USI, he teaches numerical methods using MATLAB and R, and develops computational resources for financial econometrics and macroeconomic analysis.