Barcelona Area, Spain
Professor at European University
Research
Education
Universitat de Barcelona 2008 — 2014
Doctor of Philosophy (Ph.D.), Financial Mathematics
2000 — 2007
MSc, Applied Mathematician
2005 — 2006
MSc, Stochastics and Financial Mathematics
Eötvös Loránd Tudományegyetem 2000 — 2004
Applied Mathematics, Actuarial Sciences and Financial Mathematics
Experience
European University June 2012 - Present
Electronic Engineering Solutions February 2012 - September 2012
University of Barcelona February 2008 - February 2012
European Central Bank March 2007 - August 2007
Vrije Universiteit Amsterdam March 2006 - August 2006
Skills
Differential Equations, Market Risk, R, Risk Modelling, Quantitative Analysis, Quantitative Modeling, Financial Modeling, Mathematics, Quantitative Finance, Credit Risk, Monte Carlo Simulation, Mathematical Modeling, Number Theory, Solvency II, Probability, Reinsurance, Econometric Modeling, Financial Engineering, Statistical Inference, SQL, Quantitative Research, Linear Regression, Predictive Modeling, Matlab, Multivariate Analysis, Regression, Stochastic Analysis, Data Analysis, Statistical Modeling, Risk Management, Discrete Mathematics, Calculus, Econometrics, Applied Econometrics, Time Series Analysis, Dynamical Systems, Derivatives, Interest Rate..., Quantitative Analytics, Actuarial Science, Stochastic Modeling, Forecasting, Actuarial, Stochastic Calculus, Applied Mathematics, Linear Algebra, Complex Analysis, Statistics, SPSS, Forecasting Models