Dr. Johanna Neslehova Postdoctoral Research Fellow, Swiss Federal Institute of Technology, Switzerland

2 Talks

Johanna Neslehova is currently a Postdoctoral Research Fellow at the risk management research centre RiskLab, ETH Zurich. She completed her PhD on dependence of non-continuous random variables with Professor Dietmar Pfeifer at the University of Oldenburg in 2004. Her research interests include stochastic methods for quantitative risk management in finance,... read moredependence modeling, discrete copulas, point processes, extreme value theory and operational risk. She has spoken at various conferences on risk management. She is involved in the German e-learning project E-Stat and wrote a book on elementary mathematics with Erhard Cramer published by Springer 2004.