 Currently, I am based in Copenhagen Business School, the Finance Department, where I am an Assistant Professor (Adjunkt). One of the main projects is the applications of network theory to the pricing and risk management of counter-party risk. A more detailed description of my research interests, as well my current research output can be found here. In 2009, I earned PhD degree in Finance from Stockholm School of Economics, Department of Finance. My specialization is mathematical finance and I wrote my PhD thesis “Essays in Mathematical Finance” under the supervision of Prof. Tomas Björk. Prior to my PhD, I obtained an MA degree with distinction from Central European University, the Department of Economics. My MA thesis, "The Information Structure of the Foreign Exchange Market. An Application on the Hungarian Currency Market" was written under the supervision of Dr. Peter Benczur. |