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How to contact us

Room STC 6.83

St Clement's Building

London School of Economics & Political Science

Houghton Street

London WC2A 2AE

 

Tel: +44 (0) 20 7849 4651

Email: m.neumann@lse.ac.uk|

 

Michael Neumann

LSE Fellow in Finance

Research interests

  • Derivatives Markets
  • Empirical Finance
  • Market Microstructure
  • Asset Pricing 

Selected papers

  • Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options, 2013, Journal of Financial and Quantitative Analysis, 48, pp. 947-977 (with George Skiadopoulos)

Teaching

Lectures/classes

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