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Daniele Bregantini
Lecturer in Finance

Profile

Biography

Daniele was appointed Lecturer in Finance in August 2019. Prior to this, Daniele was a Lecturer in the economics department of Liverpool Management School where he taught statistics and econometrics. Daniele also worked as a Research Fellow in healthcare decision modelling at the University of Leeds.

Daniele completed a PhD in Economics from the University of York under the supervision of Professor Jacco Thijssen. He holds an MSc in Mathematical Finance from the University of York and an MSc in Economics from the University of Warwick.

Daniele, before joining academia, worked in the private sector as a quantitative analyst and as a healthcare modelling manager for an international pharmaceutical firm. Over the years, he developed an interest for application of mathematical models to policy problems in the field of healthcare decision-making and finance.

Research

Overview

Daniele's research interests lie in the application of mathematical finance techniques to problems in econometrics and decision-making. Daniele is particularly interested in optimal stopping problems applied to the field of healthcare policy and timing decisions.

Publications

Selected publications

Thijssen, J. J. J., & Bregantini, D. (2017). Costly sequential experimentation and project valuation with an application to health technology assessment. Journal of Economic Dynamics & Control, 77, 202-229. doi: 10.1016/j.jedc.2017.01.016

Bregantini, D. (2013). Moment-based estimation of stochastic volatility. Journal of Banking & Finance, 37(12), 4755-4764. doi: 10.1016/j.jbankfin.2013.08.008

Teaching

Undergraduate

Business Economics

Postgraduate

Managerial Economics

Feedback & Support hours

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