Martin Anders Jönsson, PhD student

Martin Anders Jönsson has been employed as a PhD student at the Department of Mathematical Sciences since March 2014. He is part of the research group Insurance and Economics.

His first research project is about stochastic volatility and it takes an outset in an empirical investigation of how well the unobservable volatility process follows a selection of stochastic volatility models.

“During my time at MATH/UCPH, I plan to deepen my general knowledge within financial mathematics and I hope to come across a variety of related areas such as pricing, hedging and numerical methods,” says Martin.

Martin took a master´s degree in Engineering Physics from Lund University and a master's in Financial Mathematics from Edinburgh. After his studies he had been living and working in Copenhagen as a management consultant within IT and as a quantitative analyst at Nordea.

Martin’s office is in 04.3.04.