Functions
Associate professor
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Faculty of Law, Economics and Finance
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Department of Economics and Management
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Bureaux modulaires bloc G 6, rue Coudenhove-Kalergi L-1359 LUXEMBOURG LUXEMBOURG
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BLG, E01 012
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Research Interests
Derivative pricing, numerical methods, nonparametric econometrics, financial econometrics
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Antonio Cosma is since 2005 associate professor at the Université du Luxembourg. He holds an MSc in finance and a PhD in Economics from the Université Catholique de Louvain. Before joining the Université du Luxembourg, he was a Post-Doc researcher at the University of Lugano. He specializes in theoretical and financial econometrics, and in derivative pricing. His main research interests are: nonparametric econometrics and numerical methods for derivative pricing. He teaches mathematics at an undergraduate level, and econometrics at the Master level.
