Marco Grotteria
Assistant Professor of Finance
PhD (Wharton)
Dr Marco Grotteria holds a PhD in Finance from the Wharton School at the University of Pennsylvania. With research interests spanning the likes of asset pricing, macroeconomics, finance and politics – his work has been published in journals including the likes of the Review of Financial Studies.
- mgrotteria@london.edu
- +44 (0)20 7000 8205
2022
Real-time price discovery via verbal communication: Method and application to Fedspeak
Gomez-Cram R; Grotteria M
Journal of Financial Economics 2022 Vol 143:3 p 993-1025
2021
Risk-Free Interest Rates
van Binsbergen J H; Diamond W F; Grotteria M
Journal of Financial Economics 2021 In Press
2019
Cyclical Dispersion in Expected Defaults
Gomes J F; Grotteria M; Wachter J A
Review of Financial Studies 2019 Vol 32:4 p 1275-1308
2020
Real-time Price Discovery via Verbal Communication: Method and Application to Fedspeak
Cram R G; Grotteria M
Social Sciences Research Network
Teaching portfolio
Our teaching offering is updated annually. Faculty and programme material are subject to change.
-
Masters Degrees core courses
A key part of our Masters programmes curriculum.
View courses Show lessShow less-
Investments
Learn the frameworks for financial decision-making through a robust understanding of the principles and practice of financial management. Explore advanced theories in the valuation of investments, management of portfolios and risk management strategies: Articulate the principle of “no-arbitrage” and why this is an important concept for valuing financial assets ;Calculate the value of risk-free and riskless cash flow streams, inc those accruing to real investment projects and financial assets ;Hedge an asset or liability’s exposure to changes in interest rates; Understand why the term structure of interest rates is important; Explain the theoretical basis for modern portfolio theory including its implementation and limitations ;Model and evaluate portfolio risk using factor models ;Value forward and futures contracts using the principle of no-arbitrage ;Value options using replicating portfolios, binomial option pricing, and the Black-Scholes model.
-
Investments