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Daniele Bregantini
Lecturer in Finance

Profile

Biography

Daniele was appointed Lecturer in Finance in August 2019. Prior to this, Daniele has taught statistics and econometrics and briefly worked as a Research Fellow in healthcare decision modelling at the University of Leeds and was Health Economic Manager for an international pharmaceutical company.

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 developed an interest in the application of mathematical models to policy problems in the field of healthcare decision-making and finance. More recently, Daniele has become interested in machine learning and its applications to data analysis and trading.

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

The University of York Management School
University of York
Church Lane Building
York Science Park
Heslington
York YO10 5DF

Tel: +44 (0)1904 326439

Email: daniele.bregantini@york.ac.uk

Room: CL/A/121G

Feedback & Support hours

Monday 09.00-10.00

Tuesday 09.00-10.00