Gaurav Mehta

I am a Lecturer in Finance at the University of Leicester School of Business since Sep-2022. I completed my Ph.D. at Universitat Autonoma de Barcelona, Spain in 2022. 

My work is centred around pricing of financial derivatives under small departure from rational expectations. In my Ph.D. I  worked on exploring role of learning in pricing of stock options and option implied volatility. More generally, I am interested in asset pricing, derivatives pricing, belief formation, monetary policy and public debt management.   

I am happy to supervise students interested in Financial Derivatives, Asset Pricing, Public Debt Management and Monetary Policy.

MN3146 Derivatives MN2137 Financial Market Products: Futures and Forwards