Rasmus Højer Nielsen

Title

PhD Student

Primary affiliation

Rasmus Højer Nielsen

Areas of expertise

  • Quantitative Finance
  • Volatility Modelling
  • Derivatives Pricing

Contact information

Email address

Profile

PhD Student
Supervisor: Elisa Nicolato
Co-Supervisor: Thomas Kokholm

Research

My research focuses on developing efficient numerical methods to improve the calibration of models to prices of derivatives.