I am a fourth year Ph.D. student in the Finance and Economics group at the department of Management Science & Engineering at Stanford University . I completed my undergraduate studies in Computer Science at the Indian Institute of Technology, Madras , India and was awarded the President's Gold Medal . My current research focus is on regime-switching based modeling of option bid-ask spreads and analyzing market impact in automated market-making. I am also interested in derivatives pricing and have spent summ
Huang Engineering Center, Suite 141O 475 Via Ortega Stanford, CA, 94305, USA vibhav AT stanford DOT edu vibhav AT bukkapatanam DOT com
High Frequency Econometrics, Derivatives Pricing