Teaching
Supervised Theses
- Advanced Quantitative Modelling and Analysis of Anomalies on Financial Markets — Feedback Trading and Realized Volatility
- EFFECTS OF LOSS AVERSION ON THE EVALUATION OF DECISION OUTCOMES
- Essays on Predictability & Excess Profitability of Quantitative Methods: Modelling Implied Volatility, Technical Trading, Data Snooping and Market Efficiency
- Financial consequences of climate changes on forecasting mortality rates
- GDP-related Mortality Model for Insurance Pricing and Longevity Securitisation
- Game theoretical approaches for pricing of Non-life insurance policies into a competitive market environment
- Modelling Financial Market based on Econometric and Complex Network Analysis
- Random Vibration of Systems with Singular Matrices