Edif. G.M. de Jovellanos Palma de Mallorca, Spain Spain ph: ph:

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1 Department of Financial Economics Permanent Address University of Illes Balears C. Constitució 5, 5 o - C Ctra. Valldemossa, km La Vila Joiosa Edif. G.M. de Jovellanos Alicante Palma de Mallorca, Spain Spain ph: ph: antoni.vaello@uib.es Antoni Vaello Sebastià Personal Data Surname Vaello Sebastià Name Antoni Gender Male Place and Date of Birth La Vila Joiosa (Alicante), Spain, March 23th, 1977 Nacionality Spanish Education Apr Ph.D. Quantitative Finance Doctorate, University of the Basque Country, Spain. Thesis Title: Three Essays on Executive Stock Options. Cum Laude. Advisor: Prof. Angel León MSc in Quantitative Finance, University of the Basque Country, Spain Master Thesis Title: Volatility auctions and price processes with jumps Advisor: Prof. Dr. Gonzalo Rubio B.A. in Economics, University of Alicante, Spain Professional Activities Oct, Apr, 2005 Apr, 2007 Teacher Assistant, University of Illes Balears (Spain) Department of Financial Economics and Accounting Teacher Assistant, University of Alicante (Spain) Department of Financial Economics and Accounting 1

2 Research Research Interests Asset Pricing Derivatives Asset Allocation Financial Econometrics Publications American GARCH Employee Stock Options Valuation, with A. León. Journal of Banking and Finance, Vol. 33 A Simulation-based Algorithm for American Executive Stock Option Valuation with A. León. Finance Research Letters, Vol. 7 Accounting for Share-Based Payments. Chapter in: Fundamentos Teóricos y Prácticos del Nuevo Plan General de Contabilidad, Ed. Thomson - Aranzadi. Working Papers Pricing Executive Stock Options under Employment Shocks, with J. Carmona and A. León. IVIE, Available at: Work in Progress Market valuation of employee stock options: the Spanish case with R. Íñiguez and P. Vázquez. Parametric Properties of Cornish-Fisher Expansions, with an Application to Option Valuation, with Unai Ansejo and Aitor Bergara. Teaching Fall 2009 Fall Fall 2005 Fall Teacher Assistant: Introduction to Mathematical Finance, University of Illes Balears Teacher Assistant: Financial Economics, University of Illes Balears Teacher Assistant: Financial Economics, University of Alicante Teacher Assistant: Financial Accounting, University of Alicante 2

3 Scholarships and Grants 2008 Instituto Valenciano de Investigaciones Económicas (IVIE). Grant for research for the work Pricing Executive Stock Options under employment shocks, with J. Carmona and A. León 2006 Instituto Valenciano de Investigaciones Económicas (IVIE). Grant for research for the work Valuing employee stock options through simulations, with A. León 2006 Conselleria d Empresa, Universitat i Ciència. Grant for emerging research groups. Ref.GV06/ University of Alicante. Grant for young research groups. Ref. GRJ Spanish Ministry of Science and Technology. Graduate studies scholarship for the formation of researchers (FPI). Ref. BEC Department of Econometrics and Statistics. University of the Basque Country. Scholarship to participate in a research group Language Knowledge Spanish Catalan/Valenciano English Native Native Fluent Computer Skills Operating systems Programming Languages Math. & Stats. Tools Windows Visual Basic Matlab, Stata, E-views General Applications Microsoft Office, LaTeX, Scientific Workplace,... 3

4 Presentations and Scientific Meetings Presentations and Comments Nov 2009 Jun 2009 Jun 2009 Nov 2008 Jun 2008 Apr 2008 Dec 2007 Nov 2007 Jun 2007 Apr 2007 Apr 2007 Nov 2006 Nov 2006 Aug 2006 Nov 2004 XVII Foro de Finanzas AEFIN, IESE - Madrid (Spain) XVIII Annual Meeting of the European Financial Management Association, Milan (Italy). Financial Management Association (FMA) European Conference, Turin (Italy). XVI Foro de Finanzas AEFIN, ESADE - Barcelona (Spain) XVII Annual Meeting of the European Financial Management Association, Athens (Greece). XXXIV Meeting of the European Accounting Association, Rotterdam (Holland) XXXII Simposio de Análisis Económico, Granada (Spain) XV Foro de Finanzas AEFIN, Palma de Mallorca (Spain) Seminar, University of the Basque Country (Spain) Seminar, University of Navarra (Spain) Seminar, University of Illes Balears (Spain) XIV Foro de Finanzas AEFIN, Castellón (Spain) Seminar, University of Alicante (Spain) 1st International Conference on Finance and Accounting, University of Macedonia (Greece) XII Foro de Finanzas AEFIN, Barcelona (Spain) Attendance Nov 2005 Jul 2004 Nov 2003 XIII Foro de Finanzas AEFIN, Banco de España (Spain) 7th Spanish-Italian Meeting on Financial Mathematics, Cuenca (Spain) XI Foro de Finanzas AEFIN, Alicante (Spain) 4

5 References Prof. Dr. Ángel León Valle Thesis Supervisor Phone: ext Faculty of Economics Fax: University of Alicante Prof. Dr. Gonzalo Rubio Irigoyen MSc thesis Supervisor Phone: Faculty of Economics University Cardenal Herrera CEU 5