This site is part of the Informa Connect Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.

QuantMinds International
18 - 21 November 2024
InterContinental O2London

Blanka Horvath
Associate Professor in Mathematical and Computational Finance at University of Oxford


Blanka Horvath is a Lecturer at King's College London in the Financial Mathematics group, and an Honorary Lecturer in the Department of Mathematics at Imperial College London.

Blanka holds a PhD in Financial Mathematics from ETH Zurich, a postgraduate degree (Diplom) in Mathematics from the University of Bonn, and an MSc in Economics from The University of Hong Kong. In her research she lays a particular emphasis on the applicability of her research and maintains close collaborations with the industry, including: JP Morgan, Deutsche Bank, Zeliade Systems and AXA.

Her research interests are in the area of Stochastic Analysis and Mathematical Finance. They include (but not limited to)

  • Numerical methods as well as machine learning techniques for option pricing, forecasting and simulation.
  • Laplace methods on Wiener space and heat kernel expansions.
  • Smile asymptotics for local- and stochastic volatility models with a particular emphasis on rough volatility models and also SABR-type models.

Agenda Sessions

  • Women in quant breakfast

  • Women In Quant: A Structured Analysis

  • Signature Trading