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Faculty Profile

Avi Bick

Associate Professor
B.Sc., M.Sc. (Tel Aviv), M.B.A. (Hebrew Univ., Israel), Ph.D. (California,Berkeley)

Burnaby Phone: 778-782-3748
Burnaby Office: WMC 3341

Email Address:


Curriculum Vitae for Dr. Bick

Biography

Dr. Avi Bick is an Associate Professor of Finance. He has an M.Sc. in Mathematics from Tel Aviv University and an M.B.A. from the Hebrew University of Jerusalem. He earned his Ph.D. in Finance from U.C. Berkeley. Prior to joining SFU, he taught at U.C. Berkeley, New York University and at the University of British Columbia. At SFU, Avi served several times as the Finance area coordinator.

Avi's teaching experience in Finance is mostly in the general areas of Investments and Financial Theory, at different levels (Undergraduate, Masters, PhD). In the last few years, Avi specializes in teaching the sub-topic of Derivatives Securities, including the Advanced Derivatives course in the Masters of Financial Risk Management programme and a graduate course in the Economics department. Avi is a recipient of the 2006 TD-Canada Trust Distinguished Teaching Award, and in addition he was included several times in the Faculty of Business’ Teaching Honour Roll.

Avi's publications have appeared in leading academic journals. His main areas of interest are Derivative Securities and Mathematical Finance.


Specialization and Research Interests

Options and Futures Markets, Investments, Mathematical Finance .


Selected Publications

Bick, Avi. The relationship between reciprocal currency futures prices. Finance Research Letters (2012). [Working paper version]


Working Papers


Futures replication and the Law of One Futures Price. Last Revised: April 2012.


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