Maria Vich Llompart

• PhD in Quantitative Finance and Economy (University of Valencia, Valencia, Spain)
• MSc in Financial Markets and Derivatives (London Metropolitan Business School, London, UK)
• Master in International Business and Foreign Commerce (INFOREM Institute, Madrid, Spain)
• Bachelor’s degree in Business Management and Administration (University of the Balearic Islands, Mallorca, Spain)

Research Spotlight

My research is based on international financial markets and the analysis of the information embedded in financial option prices, which is forward-looking information. My goal is to learn more about the different international markets and the interactions between them by exploiting the information contained in option prices.

Research

My main research interests are financial markets, financial derivatives, risk-neutral and actual distributions, risk aversion and risk contagion.

My research is based on the extraction of information embedded in option prices which is forward-looking and therefore informative about the beliefs and expectation of the market participants about the future performance of the market. This information is then used to learn about forecasting, risk contagion and the relationships between different international financial markets, to test the existence of herding, and to approximate and analyze the risk aversion in the different markets.

Teaching

Before going to academia, I worked as financial controller in an international hotel firm in London (UK), which allows me to bring industry experience to my classes.

One of the most important things for me when I teach is to make sure that students see the real-world application of what they learn in class. For this, I always use real-world data and integrate current events in my lectures. Reading the Wall Street Journal is an important component in all my classes.

The courses I teach are:

BUS 109 Managerial Statistics

BUS 209 Financial Analysis

BUS 355 Corporate Finance

BUS 356 Multinational Financial Management

BUS 394 Introduction to Quantitative Finance

BUS 455 Financial Derivatives

I co-teach BUS 330 International Business Experience, a study abroad course.

Fun stuff

I was born and raised in a small town in Mallorca, an island in the Mediterranean Sea off the coast of Spain.

In my free time I like playing the piano, playing with my cats and spending time with my friends.

My real passion is traveling and meeting people. Each place in the world has something unique to offer and I love learning from the different people and cultures. I believe, this is one of the most amazing and valuable learning experiences, and one of the main reasons why I encourage all of our students to study abroad.