Dr Panayiotis C. Andreou

Lecturer in Finance
Cyprus University of Technology
Dept. of Commerce, Finance and Shipping
140, Ayiou Andreou Street
3603 Lemesos, Cyprus

Research Associate Fellow
Durham Business School
Mill Hill Lane, DH1 3LB
Durham, UK

About Cyprus University of Technology
The University was founded by law on December 2003 and welcomed its first students on September 2007 and is based at the city of Lemesos. The Cyprus University of Technology aspires to develop itself into a modern, pioneering University able to offer education and high level research in leading branches of science and technology which have high impact on the economic, technical, and scientific sectors.With its orientation towards applied research, the University aspires to establish for itself a role in support of the state and society in their efforts to confront problems, which cover all areas of science and technology.

Find more about Cyprus University of Technology here.

About Durham Business School
Durham Business School is part of Durham University (founded in 1832). The University is collegiate and is located in the city of Durham and the nearby town of Stockton-on-Tees. Durham Business School is one of the longest established business schools in the UK with triple accreditation: AACSB (The Association to Advance Collegiate Schools of Business), AMBA (Association of MBAs) and EQUIS (European Quality Improvement System). Regarding the recent RAE 2008, of the research assessed from Durham Business School, 95% is of International Quality and above. Moreover, Durham Business School has been ranked in the 14th position overall and in the 8th position in Europe by the Wall Street Journal Accelerated MBA Ranking 2009.

You can find further details about Durham Business School here.

Generalized Parameter Functions for Option Pricing, with Chris Charalambous and Spiros Martzoukos, Journal of Banking and Finance 34, 633-646.

abstract   pdf

A Volatility Smirk that Defaults: The Case of the S&P 500 Index Options (June 19, 2009, Available at SSRN: http://ssrn.com/abstract=
1424432)

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Assessing Implied Volatility Functions on the S&P 500
Index Options, with Chris Charalabous and Spiros Martzoukos, (April 2, 2008, Available at SSRN: http://ssrn.com/
abstract= 1155703 )

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Options Pricing Via Statistical Learning Techniques: The Support Vector Regression Approach, with Chris Charalambous and Spiros Martzoukos, (June 2008, Available at SSRN: http://ssrn.com/abstract=
1145329)

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