Students

Juraj Hledik

Contact Details:

Office: +43 (1) 31336 Ex 6330
Email: juraj.hledik@vgsf.ac.at

I obtained my bachelor and master degrees in Financial Mathematics from the Comenius University in Bratislava, Slovakia. During this period I spent one semester at the Norwegian School of Economics and Business Administration (NHH) in Norway as an exchange student and about two months in Prague at the Center for Economic Research & Graduate Education (CERGE-EI).

In my master thesis I examined hedging in incomplete markets and its applications under the supervision of Aleš Černý from Cass Business School, London. I enjoy performing various sport activities, playing the guitar and traveling.

Education:

  • Since 2011: PhD student at the Vienna Graduate School of Finance (full scholarship)
  • 2009-2011: Master study at the Comenius University in Bratislava, Slovakia
  • 2009: Exchange at Norwegian School of Economics and Business Administration (NHH)
  • 2011: Visiting Center for Economic Research and Graduate Education in Prague (CERGE-EI)
  • 2006-2009: Bachelor study at the Comenius University in Bratislava, Slovakia

Research Interests:
Financial Mathematics, Game Theory, Systemic Risk

Publications:
Kvasnica, M., Hledík, J., Rauová, I., Fikar, M.: Complexity Reduction of Explicit Model Predictive Control via Separation. Automatica 49, 1776-1781, 2013.

Frey, R., Hledik, J.: Correlation and Contagion as Sources of Systemic Risk (working paper)