JosÉ Fajardo
Mathematical Economics
Getulio Vargas Foundation
Brazil
Biography
A Tier I Fellow with the National Council for Scientific and Technological Development (CNPq), a former Director of the Brazilian Finance Society (2009–2013) and an Associate Editor of Brazilian Review of Economics, he was also a professor at the IBMEC Business School and the Catolica University in Brasília. He also taught at the National Pure and Applied Mathematics Institute (IMPA) and Universidade Nova in Lisbon. In the private sector, he worked at the Banco Pactual investment bank and ran training sessions for the Brazilian Central Bank, the National Treasury and Coca-Cola. He has published papers in periodicals such as the Journal of Banking and Finance, the Annals of Finance, Quantitative Finance and Games and Economic Behavior, among others.
Research Interest
Collateral Requirements and Optimal Regulation Insider Trading and Optimal Penalty Rules Game Theory with Discontinuities and Applications Optimal Portfolio Allocation Pricing Assets and Derivatives
