People

Gaurav Mehta

Lecturer in Finance

School/Department: Business, School of

Telephone: +44 (0)116 252 2494

Email: gm360@leicester.ac.uk

Profile

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. 

Research

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.   

Supervision

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

Teaching

MN3146 Derivatives MN2137 Financial Market Products: Futures and Forwards

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