Education


PhD candidate in mathematics
Katholieke Universiteit Leuven, July 2007 — Present

Subject in quantitative finance. I created a blog to follow up my PhD researches.

Summer School in Theoretical Physics
Universiteit Utrecht, August 2009

Courses: Quantum Mechanics, Statistical Physics, Electrodynamics and Computational Physics.

Master of Science in Statistics
Katholieke Universiteit Leuven, September 2005 — August 2008

Final Grade: magna cum laude 77.54%
Title of the Thesis Work: "Joint Modelling of CDS and LCDS Spreads with Correlated Default and Prepayment Intensities and with Stochastic Recovery Rate".

Advanced Studies in Master of Financial Economics
Katholieke Universiteit Leuven, September 2004 — August 2005

Final Grade: cum laude 74.1%
Activities and Societies: Graduate School of Business Studies.

Master of Financial Investment Analysis and Risk Management
Budapesti Corvinus Egyetem, September 2000 — June 2005

Final Grade: Excellent
Title of the Thesis Work: "Extended Bootstrap Technique for Modelling Conditional Correlations between Market and Credit Risks".
Activities and Societies: Heller Farkas College for Advanced Financial Studies (as senior member by now), AEGEE, DSG.

Deutschsprachiger Studiengang, Correspondence Student
Universität zu Passau, September 2002 — June 2004

Investment and Finance, Insurance and Corporate Economics studies at home university in German organized by the German partner university.

Erasmus Scholarship
Otto-Friedrich-Universität Bamberg, March 2003 — August 2003

Activities and Societies: AEGEE

Summer University
Università degli Studi di Palermo, August 2002 — August 2002

Activities and Societies: AEGEE


Additional trainings


A Practicle Guide to run a Fixed Income Business, by Patrick S. Hagan, Workshop
Model Agnostic Financial Engineering, by Claudio Albanese, Workshop
Oracle Database 10g - Advanced PL/SQL, Oracle University, Training
Derivatives Pricing in Object Oriented C++, by Nick Webber, Training
Pricing with Characteristic Functions and FFT, by Wim Schoutens, Training
Applying Data Mining Techniques using SAS Enterprise Miner, Training
Corporate Management and Investments, by Generali-Providencia, Training