People
Gaurav Mehta
Lecturer in Finance
Profile
I am a Lecturer in Finance at the Â鶹ÊÓƵ School of Business since Sep-2022. I completed my Ph.D. at Universitat Autonoma de Barcelona, Spain in 2022.
Research
My work is centred around pricing of financial derivatives under small departure from rational expectations. In my Ph.D. I  worked on exploring role of learning in pricing of stock options and option implied volatility. More generally, I am interested in asset pricing, derivatives pricing, belief formation, monetary policy and public debt management. Â
Supervision
I am happy to supervise students interested in Financial Derivatives, Asset Pricing, Public Debt Management and Monetary Policy.
Teaching
MN3146 Derivatives
MN2137 Financial Market Products: Futures and Forwards