Nicholas Valerio III
Associate Professor in the Practice of Finance
Phone: 404-727-4970
Fax: 404-727-5238
Email: nicholas.valerio@emory.edu
Mailing Address:
Goizueta Business School
Emory University
1300 Clifton Road NE
Atlanta, GA 30322 USA
Biography
Nicholas Valerio designed and teaches the advanced finance elective course on derivative assets. Prior to entering academia Nicholas worked in the Capital Markets group of Citibank in the sales and trading area of the Money Market Division. He combines academic theory and his professional experience for a pragmatic view of the financial markets in his research and teaching. Nicholas has also been a Visiting Professor at The Wharton School of the University of Pennsylvania where he taught the derivative assets course.
Publications
- The Market for Equity Options in the 1870s, with Joseph P. Kairys Jr., The Journal of Finance, 1997
- Valuation of Cash-Settlement Call Options Containing a Wild-Card Exercise Feature, The Journal of Financial Engineering, 1993
Areas of Specialization
- Equity Derivative pricing and trading strategies
- Equity Index options and futures
- Investment Mangement
- Financial Markets
Achievements and Honors
- 2001 GBS Faculty Keough award recipient
- Four star Outstanding Faculty Member, Business Week Guide to the Best Business Schools, 1997 ed.
Memberships and Activities
- American Finance Association
- International Association of Financial Engineers
- Western Finance Association
Selected Consulting Clients
- Applied Financial Research, LLC
Education
| 1992 | PhD | Financial Economics | University of Pennsylvania | |
| 1987 | MA | Financial Economics | University of Pennsylvania | |
| 1982 | BS | School of Engineering and Appliced Science of Columbia University | ||
| 1982 | BS | Mathematics and Science | Providence College |
