Malthe Rauh Johansen, PhD student
Malthe Rauh Johansen will start on September 1st 2023 as a PhD student in the department's section for Insurance and Economics.
Malthe holds both a Bachelor's and Master's degree in mathematics-economics from the University of Copenhagen. His primary interest lies in the topic of mathematical finance, especially regarding interest rates and (energy) commodity markets.
His Master's thesis was on term structure models of futures markets for crude oil and gasoil (diesel) and was supervised by David Glavind Skovmand. David will also continue as the supervisor of the PhD project.
The project will deal with the development and implementation of term structure models for energy commodities as well as related markets, e.g. shipping rates. Closely related topics, for instance, option pricing, will also be studied.
You can meet Malthe in office 04.4.03