Position

PhD candidate, Quantitative Economics Section, Amsterdam School of Economics

Research Interests

Financial Econometrics, Option Pricing, Stochastic Processes

Affiliations

In addition to the University of Amsterdam, I am affiliated to the Tinbergen Institute.

From September 2013 until February 2015 I was affiliated to the 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, REC E building, office no. 3.27.

Past teaching assignments:

 ·       Banking Risk Management for MSc. in Actuarial Science and Mathematical Finance students, 2016-2017, University of Amsterdam 

 ·        Risk management for Insurers and Pensions for MSc. in Actuarial Science and Mathematical Finance students, 2016-2017, University of Amsterdam 

·         Measure Theory and Stochastic Processes for MSc. Finance students following the Risk Management track, 2014-2015, Duisenberg School of Finance. 

 ·         Financial Derivatives for MSc. in Risk Management students, 2013-2014, Duisenberg School of Finance.

 ·         Quantitative Research Methods for BSc. Economics and Business students, 2013-2014, University of Amsterdam.

·          Measure Theory and Stochastic Processes (details here) for  MPhil. students, 2012-2013, Tinbergen Institute.

·          Time Series Econometrics for MPhil. students, 2012-2013, Tinbergen Institute.