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ABOUT ME
I come from beautiful Polish Tricity where I have studied Telecommunication. It was not enough, so in parallel I have studied Mathematics. This adventure has lead me to the applications of probability and statistics in realm of finance. I loved it and I have continued with PhD in financial mathematics at one of the best universities in Europe, SNS Pisa in Italy. Currently, I am a research fellow at Capital Fund Management, where I am responsible for developing quantitative models in finance.
EDUCATION
RESEARCH INTERESTS
Option pricing models
Multi-components volatility, jumps
Pricing measures
Variance risk premium, behavioural bias
Agent Based Models
Trend-following, value investing
Statistical learning
Clustering, recurrent neural networks
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