Antonio Mele

Antonio Mele holds a Senior Chair at the Swiss Finance Institute, and a full professorship in Finance at the University of Lugano sponsored by the Ticino Bankers Association, after having been a tenured faculty at the London School of Economics & Political Science for a decade. He is also a Research Fellow for the Financial Economics program at the Centre for Economic Policy Research (CEPR) in London. He holds a PhD in Economics from the University of Paris.

Professor Mele’s academic expertise spans a variety of fields in financial economics, pertaining to capital market volatility, interest rates and credit markets, macro-finance, capital markets and business cycles, and information in securities markets. His research has been published by top journals in Finance and Economics such as the Journal of Financial Economics, the Review of Economic Studies, the Review of Financial Studies, and the Journal of Monetary Economics.

Professor Mele’s research and expertise have spillovers outside academia. He is the founder of QUASaR, a Swiss-based firm specialized in security design and support to investment decision making, and he is the co-inventor of the CBOE Interest Rate Swap Volatility Index (CBOE-SRVXSM), the first standardized volatility measure in the interest rate swap market, designed to standardize and simplify swap rate volatility trading, much in the spirit of the CBOE-VIX index in the equity market.