Scholar
Blanka Horvath
Google Scholar ID: lFznCzaFU4IC
University of Oxford
Citations & Impact
Citations
1,041
H-index
13
i10-index
18
Publications
20
Co-authors
7
list available
Publications
Resume (English only)
Academic Achievements
- Awarded LMS Emmy Noether Fellowship in Mathematics (2024-25); Recipient of the Quant Rising Star Award by Risk magazine in 2019; Shortlisted for the Research Paper of the Year at the RiskMinds Awards 2019; Published multiple papers in journals like Quantitative Finance.
Research Experience
- Presented talks at various international conferences and seminars such as MathFinance Conference, JP Morgan Quantitative Research Seminar, AI and Advanced Quant Analytics Conference, etc.
Education
- Alumna of Deutscher Akademischer Austausch Dienst (DAAD); Studienstiftung des Deutschen Volkes; HANIEL Stiftung.
Background
- Associate Professor in Mathematical and Computational Finance, University of Oxford; Associate Member of the Oxford MAN Institute; Member of the DataSig Research Group at The Alan Turing Institute. Research interests include rough volatility, market generator models, and deep hedging.
Miscellany
- Contributed to Nature magazine on the occasion of the 50th anniversary of the Black & Scholes Formula; Interviewed for Fintech Capital Markets; Contributed to the FaIR Advances Report 2021.
