PhD defence: Mikkel Bennedsen

Topic: Rough Volatility: Theory and Applications

Info about event


Friday 3 February 2017,  at 12:30 - 15:30


Aarhus BSS, Aarhus University, Fuglesangs Allé 4, 8210 Aarhus V, building 2624, auditorium E1

Mikkel Bennedsen
Mikkel Bennedsen Photo: Aarhus BSS

Mikkel Bennedsen


will defend his PhD dissertation entitled "Rough Continuous-Time Processes: Theory and Applications".

Mikkel Bennedsen has been enrolled in the PhD programme in Economics and Business Economics. Professor Asger Lunde has been his supervisor.

The dissertation

The dissertation can be downloaded from Mikkel Bennedsen's profile 2 weeks before the defence. For a paper copy, please contact Susanne Christensen.

The assessment committee

Professor Roberto Renò, University of Verona

Dr Almut Veraart, Imperial College London

Associate Professor Anders Bredahl Kock, Aarhus University (chair)


The defence is public and open to all. It will be followed by a reception in room M303 (CREATES), building 2628. 

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Susanne Christensen
PhD Secretary
Phone: +45 8716 5121