Kvasnakova Katarina

Katarina obtained a MSc in Economic and Financial Mathematics with distinction from Comenius University in Bratislava. During the last year of her studies she worked as a credit risk analyst in the Slovak National Bank and participated in a project for the Slovak Academy of Science. Her main area of research is risk management and financial mathematics. In her spare time, she likes running, playing squash and volleyball, reading and hiking. [full CV upon request]

Education:

• Since 2009: PhD Candidate at the Vienna Graduate School of Finance (full scholarship)
• Mgr. (MSc. equivalent), Economic and Financial Mathematics, Comenius University in Bratislava, Slovakia, 2004-2009 

Research Interest:

Risk Management,  Mathematical Finance,  Econometrics

Working Papers:

A Dynamic Top Down Approach for Modeling CDOs

Workshops:

Financial Engineering Summer School, Madrid, Spain, 2010

Contact Details:

Phone: +43-1-313 36 Ex 6338
Email: katarina(.)kvasnakova(@)vgsf(.)ac(.)at