Karolina [dot] Bujok [-at-] maths [dot] ox [dot] ac [dot] uk
Reception/Secretary: +44 1865 273525
Office: DH39Departmental Address:
I am a forth year DPhil student working in the Mathematical and Computational Finance Group. I have a Masters degree in Financial Mathematics from King's College London (2008) and a Masters degree in Quantitative Methods in Economics and Information Systems from Warsaw School of Economics (2005). I am currently working on developing efficient numerical methods to price basket credit derivatives via structural models. My supervisor is Dr. Christoph Reisinger.
Prizes, Awards and Scholarships:
Oxford-Man Institute of Quantitative Finance Scholarship 2011/2012
St Catherine's College Scholarship (Alan Taylor) 2010/2011
CASE award funded jointly by EPSRC and Nomura 2008/2011
King's College London Prize for the Best Overall Performance in MSc Financial Mathematics 2008
K. Bujok, C. Reisinger, Numerical Valuation of Basket Credit Derivatives in Structural Jump-Diffusion Models, Journal of Computational Finance, accepted.
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