Phd. in Quantitative Finance, Universidad del País Vasco (Bilbao, Spain) - Jan 2008
University of California Los Angeles (UCLA) - Visiting scholar - Jan/Jul 2011
University of Columbia (New York) - Visiting Scholar - Jan/Aug 2015
"The reward for trading illiquid maturities in credit default swap
markets", con Armen Arakelyan y Gonzalo Rubio, International Review of
Economics and Finance, 39 (2015), pp. 376-389.
"Maket illiquidity and pricing errors in the term structure of CDS
spreads", with Antonio Rubia and Lidia Sanchís-Marco, Journal of
International Money and Finance, forthcoming.
"On the compensation for illiquidity in sovereign credit markets", with
Juan Ángel Lafuente, Journal of Multinational Financial Management,
Volume 30, March 2015, pp. 83–100.
What drives corporate default risk premium? Evidence from the CDS
markets", with Antonio Díaz and Jonatan Groba, Journal of International
Money and Finance, 37 (2013), pp. 529-563.
"The impact of distressed economies on the EU sovereign market", with
Jonatan Groba and Juan Ángel Lafuente, Journal of Banking and Finance,
37 (2013) pp. 2520–2532.
Pedro Serrano (PhD in Quantitative Finance from Universidad del País Vasco, 2008) is Assistant Professor (tenured)
in Finance at the Department of Business Administration at the University Carlos III of Madrid (UC3M). He has previously hold research positions as Visiting Scholar at Universities of Columbia (New York), Califonia-Los Angeles (UCLA), Pompeu Fabra (Barcelona, Spain), Carlos III of Madrid (Madrid, Spain) and Alicante (Alicante, Spain).
His current lines of research are devoted to the analysis of credit and liquidity risks. Pedro is also interested in financial and econometric modeling in continuous-time with focus on asset pricing. His research has been published in peers review international journals as Journal of International Money and Finance,
Journal of Banking and Finance and International Review of Economics and Finance, among others.
Pedro is currently deputy director of the Master in Actuarial Sciences at UC3M. He has also served as deputy director
of the Business Administration Department at UC3M, and member of the Committee of the Institute for Business Development (INDEM) also at UC3M. He currently teaches several courses in graduate (Master and PhD) and undergraduate levels.