Dr Pedro GURROLA

PhD (Montpellier), PhD (Barcelona), MA (UAB, Barcelona), MSc (Mexico), BA (Mexico)

Senior Lecturer in Finance

Tel +44 (0)20 7487 7877
Fax +44 (0)20 7487 7465
Email gurrolap@regents.ac.uk

Teaching, Research and Consultancy

Current teaching: Introduction to Financial Markets (BA), Bank Risk Management (MSc), Bond Market Strategies (MSc)

Current research and consultancy interests: Futures markets, financial risk management, and fixed income instruments

Key publications

Gurrola, P., and Herrerias, R. (2010). Maturity effects in the Mexican interest rate futures market. Journal of Futures Markets (forthcoming). DOI: 10.1002/fut.20477

Gurrola, P. (2007). Capturing fat-tail risk of exchange rate changes with SU-curves: a comparison with the normal mixture and Student models. Journal of Risk 10(2). pp.73-100.

Gurrola, P., and Herrerias, R. (2007). Trading patterns in the Mexican interest rate futures market Available at http://www.mexder.com/MEX/Premio_Nacional_de_Derivados.html

Gurrola P. (2006). An application of mixture of normal models for measuring pension funds market risk. Available at: consar.gob.mx

Link to recent working papers (http://rcmail02/exchweb/bin/redir.asp?URL=http://ssrn.com/author=536338)

Other activities

Reviewer for the Mathematical Reviews. Ad-hoc reviewer for other journals, including the Journal of Quantitative Finance. Member of the American Mathematical Society, the European Finance Association, the Eastern Finance Association, and of the Global Association of Risk Professionals (GARP).

Biography

Pedro joined European Business School in August 2008. Previously he held posts at the University of Barcelona (Spain) and at the ITAM School of Business (Mexico). He has delivered seminars and specialized courses in other universities and in corporations like Reuters.

Pedro is an active researcher in finance and his work has been published in top academic journals like the Journal of Risk and the Journal of Futures Markets. His main research interests include futures markets, financial risk management, fixed income securities and energy markets.

In 2006 he received from the Mexican Pension Fund Regulation Authority (CONSAR) the National Award for Pension Fund Research and in 2007 he received the National Prize on Derivatives, awarded by the Mexican Derivatives Exchange (MexDer), for his research on interest rate futures markets.

Pedro has also worked as a finance consultant in various projects in the banking industry, like the project for designing and implementing the settlement and transaction processing system at the Mexican Central Depositary Institution (INDEVAL), which won the 2010 Franz Edelman Award for Achievement in Operations Research.

In addition to his PhD in Mathematics, Pedro also holds a PhD in History of Art and has published research on literary theory.