Position

PhD candidate, Actuarial Science and Mathematical Finance Section, Amsterdam School of Economics

Research Interests

Financial Econometrics, Option Pricing, Stochastic Processes

Affiliations

In addition to the University of Amsterdam, I am currently affiliated to:

·         Tinbergen Institute

From September 2013 until February 2015, I was affiliated to:

·         Duisenberg School of Finance

Education

MPhil in Finance from Tinbergen Institute (2013) and MSc in Business Economics - Finance from UvA - ABS (2011), both awarded with cum laude distinction. BSc in Finance from the University of Economic Studies in Bucharest, Romania (2010).

Contact

Universiteit van Amsterdam,  J/K building, Office no. 2.58

Current teaching assignments (academic year 2014-2015):

·         Measure Theory and Stochastic Processes (Prof. Laurens de Haan & Prof. Peter Spreij), Duisenberg School of Finance, MSc. in Finance, Risk Management track. 

Past teaching assignments:

 ·         Derivatives (Prof. Ton Vorst), Duisenberg School of Finance, MSc. in Risk Management, 2013-2014.

 ·         Quantitative Research Methods (Prof. Pieter van Casteren), UvA, BSc. in Economics and Business, 2013-2014.

·          Measure Theory and Stochastic Processes (Prof. Peter Spreij - details here), Tinbergen Institute, MPhil. Program, 2012-2013.

·          Time Series Econometrics (Prof. Michael Massmann), Tinbergen Institute, MPhil. Program, 2012-2013.

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