Henrik Dam, PhD student
Henrik Dam has started as a PhD student at the Insurance and Economics Section from 1st of October 2015. Henrik will have David Skovmand and Rolf Poulsen as supervisors.
Henrik has just finished his master’s degree in Mathematics-Economics from University of Aarhus, where he also obtained his Bachelor. His thesis was about investigating the quality of the BN-S stochastic volatility model for option pricing using methods from both Fourier inversion and high-frequency econometrics. His thesis was supervised by Thomas Kokholm.
While his topic of research is not completely determined it will definitely be concerned with post-crisis financial modelling with a view towards application and numerics.
Henrik can be found in office 04.3.03