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Jacob Lundbeck Serup holds a B.A. and an M.A. in Economics (bach.polit and cand.polit) from University of Copenhagen. In addition, Jacob holds an M.A. in statistics from University of California Santa Barbara and a Ph.D. in Financial Mathematics and Statistics also from University of California Santa Barbara. Jacob's research interests lie within Dynamic Market Models and in particular dynamic models of the implied volatility surface.
Jacob is currently working on a start-up project involving the practical use of a Dynamic Implied Volatility model in pricing and hedging of complicated derivatives. In addition, he holds a part-time position as External Lecturer with the Department of Finance at CBS. Lastly, he holds a part-time position as External Lecturer with the Department of Economics at University of Copenhagen where he teaches the Masters level course titled “Fixed Income Derivatives”. Jacob also has experience as a quant working with product development at SaxoBank and portfolio management at Nordea Investment Management.
Finally, Jacob has research and teaching experience from his role as an Assistant Professor with the Department of Statistics and Applied Probability at University of California Santa Barbara.
Jacob has taught several courses at the B.A.-program in Statistics at University of California Santa Barbara and has also taught several courses and seminars in microeconomics and finance at both the B.A.-program and the M.A.-program in Economics at the University of Copenhagen. Jacob also has experience as a supervisor of B.A. and M.A. projects with the department of Economics as well as the Department of Mathematics and Economics at University of Copenhagen. Currently, Jacob is acting as a thesis supervisor at HA(mat.).