Born in Manacor (1977). Assistant Professor in the Department of Business Economics at the Universitat de les Illes Balears since 2022. BSc in Economics at UIB (2004), MSc in Quantitative Finance at AFI (2004), MSc in Banking and Quantitative Finance at UCLM (2010), and PhD in Economics and Quantitative Finance at UCM (2022) cum laude with international mention.

Adjunct professor at UCM (2018-2020). Teaching experience in undergraduate studies in financial theory (UIB, UCM), and microeconomics (UCM). She has also taught at a continuous training course at UCM (2020) on valuation of futures and options.

She comes from a 20-year professional career in private companies as quantitative analyst (quant), at both nationally (Intermoney, CRF, Nfoque - Madrid) and international (Deloitte - London) level, specialising in the design and implementation of in-house option valuation and market risk measurement (VaR) engines.

Researcher specialised in quantitative finance on energy commodities, specifically in the valuation of derivatives seeking analytical expressions using Fourier transforms. Her research has been published in journals of recognised international prestige. She has presented her research at national and international conferences.

Publications:

· Carme Frau, Viviana Fanelli (2023). Seasonality in Commodity Prices: New Approaches for Pricing Plain Vanilla Options. Annals of Operations Research; DOI: 10.1007/s10479-022-05128-x

· John Crosby, Carme Frau (2022). Jumps in Commodity Prices: New Approaches for Pricing Plain Vanilla Options. Energy Economics; DOI: 10.1016/j.eneco.2022.106302