DERA_Jovan Stojkovic
Jovan Stojkovic

Financial Economist
Office of Risk Assessment

Education Summary

  • 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
    2011–present
  • Quant Intern
    Quant Asset Allocation Team
    Zurich Kantonal Bank
    May 2011–September 2011
  • Junior Risk Management Consultant
    Fintegral Consulting
    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.

CONFERENCE ACTIVITIES

  • 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 PRESENTATIONS

  • University of Lausanne, 2105, Seminar.
  • University of Lugano, 2015, Seminar.
  • London School of Economics, 2015, Seminar.