Office of Risk Assessment
- Ph.D. Economics, Swiss Finance Institute and University of Lugano, 2016.
- MSc. Quantitative Finance, Swiss Institute of Technology Zurich and the University of Zurich, 2011.
- MSc. Applied Mathematics and Statistics, Stony Brook University, 2009.
- BSc. Applied Mathematics and Statistics, and Economics, Stony Brook University, 2009.
Fields of Interest
- Asset pricing
- Contingent and derivatives pricing
- Information and market efficiency
- Credit risk and credit markets
- Financial Economist
Division of Economic and Risk Analysis
U.S. Securities and Exchange Commission
- Quant Intern
Quant Asset Allocation Team
Zurich Kantonal Bank
May 2011-September 2011
- Junior Risk Management Consultant
May 2010-September 2010
Stojkovic, Jovan, 2016, Do Networks Matter? Novel Evidence from Credit Markets, Job Market Paper, Swiss Finance Institute and University of Lugano.
Collin-Dufresne, Pierre, Priyank Gandhi and Alberto Plazzi, and Jovan Stojkovic, 2014, The Information Premium in Asset Prices: Evidence from the Credit Default Swap Market.
Stojkovic, Jovan, 2013, An Option to Cheat: An Application of Option Theory to Realize Flipping in Underpricing, Swiss Finance Institute and University of Lugano.
- Swiss Finance Institute, PhD Gerzensee Workshop, 2013.
- Mathematical Finance Days, HEC Montreal, 2014.
- Swiss Finance Institute, PhD Gerzensee Workshop, 2014.
- Corporate Finance Conference, University of Zurich, 2014.
- Swiss Finance Institute, PhD Gerzensee Workshop, 2015.
- University of Lausanne, 2105, Seminar.
- University of Lugano, 2015, Seminar.
- London School of Economics, 2015, Seminar.
- Email: StojkovicJ@sec.gov
- Phone: 202-551-2550