Antonio Mele
Professor
Finance
University of Lugano
Switzerland
Biography
Antonio Mele is Professor of Finance at the Università della Svizzera italiana and has held an SFI Senior Chair since 2011. Before moving to Switzerland, he held a professorship at the London School of Economics. Prof. Mele is the co-inventor of the CBOE Interest Rate Swap Volatility Index and the CBOE Treasury Volatility Index, the first standardized volatility measures in the interest rate swap and Treasury markets. He is a regular speaker at leading finance conferences worldwide.
Research Interest
capital markets.
Publications
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Interest Rate Derivatives and Volatility, in Handbook of Fixed Income, A. Mele, ed. P. Veronesi, Wiley, forthcoming.
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Uncertainty, Information Acquisition and Price Swings in Asset Markets, A. Mele and F. Sangiorgi, Review of Economic Studies, vol. 82 (4), pp 1533-1567, 2015.
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The Price of Fixed Income Market Volatility. A. Mele and Y. Obayashi, Springer Finance Series, 2015, Springer International Publishing.
