Projectes per any
Perfil personal
Interessos principals de recerca
Carlo Sala is an Associate Professor of Finance in the Department of Economics, Finance, and Accounting at ESADE Business School. He also serves as the Director of the M.Sc. in Finance program.
Carlo holds a Ph.D. in Finance from the Swiss Finance Institute (SFI), earned at the University of Lugano (Switzerland) under the supervision of Professor Barone Adesi. In recent years, he has been invited as a visiting researcher at esteemed institutions including the University of Oxford (UK), University of Oslo (Norway), University of New South Wales (Australia), Aalto Business School (Finland), Laval University (Canada), and the University of Milano Bicocca (Italy).
His research and publications primarily focus on option pricing, risk management, econometrics, and mathematical finance.
At ESADE, Carlo teaches various courses, including Derivatives (master), Asset pricing (master and bachelor), Finance Theory (Ph.D.), Continuous and Discrete Pricing in Finance (Ph.D.), and Fintech (Executive education). He also delivers courses for the European Union and other universities worldwide.
Carlo is the co-founder of Kakubi and brings his expertise as a private consultant in the risk management sector. Among his notable achievements, he designed and implemented a CDS-based ad-hoc risk model for the Milan branch of the international fund CO.MO.I. Prior to this, he worked as a consultant in financial markets at Accenture and later as a quantitative analyst in the European gas and power market.
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Col·laboracions i principals àrees de recerca dels darrers cinc anys
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GREF: Group for Research in Economics and Finance
Bayona Font, A. (PI), Ansotegui Olcoz, C. (Investigador/a), Arcalean, C. (Investigador/a), Ballabriga Clavería, F. (Investigador/a), Bermejo Boixareu, V. J. (Investigador/a), Bisbe Viñas, J. (Investigador/a), Brandao de Mello Souza, A. (Investigador/a), Del Viva, L. (Investigador/a), Dumitrescu, A. (Investigador/a), Errico, M. (Investigador/a), Forte Arcos, S. (Investigador/a), Guasch Mercadé, M. (Investigador/a), Platikanova, P. (Investigador/a), Rachedi, O. (Investigador/a), Redigolo, G. (Investigador/a), Sala, C. (Investigador/a), Schiopu, I. (Investigador/a), Simkievich, C. (Investigador/a), Thuy Linh, V. (Investigador/a), Villegas Sanchez, C. (Investigador/a), Jhunjhunwala, T. (Investigador/a), Mengano, P. (Investigador/a) & Rizzo, E. (Investigador/a)
Agència de Gestió d'Ajuts Universitaris i de Recerca (AGAUR)
1/01/22 → 30/06/25
Projecte: Ajuts a grups i xarxes › Grups de recerca
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GREF: Grup de recerca en Economics and Finance
Villegas Sanchez, C. (PI), Ansotegui Olcoz, C. (Investigador/a), Arcalean, C. (Investigador/a), Bayona Font, A. (Investigador/a), Bisbe Viñas, J. (Investigador/a), Dumitrescu, A. (Investigador/a), Platikanova, P. (Investigador/a), Schiopu, I. (Investigador/a), Ballabriga Clavería, F. (Investigador/a), Forte Arcos, S. (Investigador/a), Bermejo Boixareu, V. J. (Investigador/a), Sala, C. (Investigador/a), Zakriya, M. (Investigador/a) & El Hefnawy, M. (Investigador/a)
1/01/17 → 31/12/21
Projecte: Ajuts a grups i xarxes › Grups de recerca
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Connectedness between traditional finance, cryptocurrencies and DeFi in the post COVID period
Parrondo, L. & Sala, C., d’abr. 2025, In: Finance Research Letters. 76, 10 pàg., 106897.Producció científica: Article en revista indexada › Article › Avaluat per experts
1 Citació (Scopus) -
The Forecasting Power of Short-Term Options
Böök, A., Imbet, J. F., Reinke, M. & Sala, C., de març 2025, In: Journal of Derivatives. 32, 3, pàg. 80-116 37 pàg.Producció científica: Article en revista indexada › Article › Avaluat per experts
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Directional Information In Equity Returns
Del Viva, L., Sala, C. & B.M. Souza, A., 17 d’abr. 2024.Producció científica: Document de treball
Accés Obert -
Managing the shortfall risk of target date funds by overfunding
Barone Adesi, G., Platen, E. & Sala, C., 10 de gen. 2024, In: Journal of Pension Economics and Finance. 25 pàg.Producció científica: Article en revista indexada › Article › Avaluat per experts
Accés Obert -
Smart Deep Learning Calibration of the SABR Model
Pravosud, M. & Sala, C., 1 de juny 2024, In: Journal of Financial Data Science. 6, 3, pàg. 147-181 35 pàg.Producció científica: Article en revista indexada › Article › Avaluat per experts