Status:
Doctoral Student, Institute for New Economic Thinking.
Member, Oxford Mathematical and Computational Finance Group.
Personal website:
Research groups:
Address
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
Further details:
Artur Kotlicki is a DPhil student at the Oxford Mathematical Institute under the supervision of Prof. Rama Cont, and is affiliated with the Insitute for New Economic Thinking at the Oxford Martin School.
His research focuses on the modelling of financial instability and the role of solvency-liquidity nexus in the emergence of extreme market risks. During his time as a PhD Intern at the Bank of England, Artur was involved in assessing the financial stability of the UK reinsurance market using Solvency II reporting datasets.
Artur holds an MRes in Computational Finance from University College London, MSc in Applied Statistics from the University of Oxford, and BSc in Mathematics with Statistics for Finance from Imperial College London.
Teaching:
Academic year 2019/2020:
- MScMCF Asset Pricing (TA) - https://courses.maths.ox.ac.uk/node/44776
Academic year 2018/2019:
- B8.1 Martingales through Measure Theory (TA) - https://courses.maths.ox.ac.uk/node/36505
- MScMCF Statistics and Financial Data Analysis (TA) - https://courses.maths.ox.ac.uk/node/38652
- C5.4 Networks (TA) - https://courses.maths.ox.ac.uk/node/36869
Prizes, awards, and scholarships:
- Mathematical Institute Scholarship
- 2016 UCL Dean's List
- 2012 Inter-University Mathematics Challenge (IMA & LSE) winner
Major / recent publications:
- Rama Cont, Artur Kotlicki, Laura Valderrama (2020). Liquidity at risk: Joint stress testing of solvency and liquidity, Journal of Banking & Finance, Vol. 118.
-
Rama Cont, Artur Kotlicki, Renyuan Xu (2020). Modelling COVID-19 contagion: risk assessment and targeted mitigation policies, SSRN.