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Research Area

Active Research fields

The research group is involved in the following scientific activities :

  1. Pricing and hedging models of minimum guarantee option embedded in pension funds or life insurance policies;
  2. Analysis and models for the restructuring of the public debt ;
  3. Pricing and risk management models of sovereign convertible bonds (CoCos) and GDP-linked bonds;

Research projects of the last 5 years


European Stability Mechanism, Luxembourg


S.A. Zenios, University of Cyprus and The Wharton School, Pennsylvania University, USA.

Active research

Services delivered under the right of third parties

  • Evaluation of financial derivatives
  • Portfolio management
  • Financial and pension consultancy
  • Big data analysis