Avi Bick

Associate Professor, Finance

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

BURNABY Room: WMC 3341

BURNABY Phone: 778.782.3748

SEGAL Room: SGL 3700

SEGAL Phone: 778.782.9661

Email: bick@sfu.ca

Curriculum Vitae: View

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 topic of Derivative Securities, including courses in the Master of Science in Finance program 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 Businessí Teaching Honour Roll. Avi's publications have appeared in leading academic journals. His main areas of interest are Derivative Securities and Mathematical Finance.

Research Interests

Options and Futures Markets, Investments, Mathematical Finance .

Selected Publications

Articles and Reports

Bick, A. (2012). The relationship between reciprocal currency future prices. Finance Research Letters, 9(4), 194-201. http://doi.org/10.1016/j.frl.2012.03.001

Bick, A. (2004). The mathematics of the portfolio frontier: a geometry-based approach. Quarterly Review of Economics and Finance, 44(2), 337-361. http://doi.org/10.1016/j.qref.2003.04.001

Bick, A. (1997). Two closed-form formulas for the futures price in the presence of a quality option. Review of Finance, 1(1), 81-104.

Bick, A. (1995). Quadratic-variation-based dynamic strategies. Management Science, 41(4), 722-732. http://doi.org/10.1287/mnsc.41.4.722

Bick, A., & Willinger, W. (1994). Dynamic Spanning without Probabilities. Stochastic Processes and their Applications, 50(2), 349-374. http://doi.org/10.1016/0304-4149(94)90128-7

Bick, A. (1990). On viable diffusion price processes of the market portfolio. Journal of Finance, 45(2), 673–689. http://doi.org/10.1111/j.1540-6261.1990.tb03711.x