Biography
Eva is a postdoctoral researcher at the Statistics and Risk Section of the University of Leuven, Belgium, under the supervision of prof. Wim Schoutens. Her interests include quantitative finance, sustainable finance and the use of machine learning in finance and insurance.
PhD in Actuarial Sciences, KU Leuven, October 2023
MSc in Actuarial and Financial Engineering, KU Leuven, February 2023
MSc in Mathematics, KU Leuven, 2019
BSc in Mathematics, KU Leuven, 2017
Download my CV.
Experience
Postdoctoral researcher in Quantitative Finance
PhD Student in Actuarial Science
Teaching Assistant in Mathematics
Internship in Mathematical Finance
Skills
Python
Matlab
R
Publications
(2023).
On the pricing of capped volatility swaps using machine learning techniques.
Working paper under review.
(2023).
The skin-in-the-game bond: a novel sustainable capital instrument.
In Alexander, K., Gargantini, M., and Siri, M., editors, The Cambridge Handbook of EU Sustainable Finance: Regulation, Supervision and Governance. Cambridge University Press.
Awards & Accomplishments
EU Quant Finance Thesis prize 2023
EU Best Quant Finance thesis prize, for my master’s thesis in Actuarial and Financial Engineering on the pricing of capped volatility swaps.
IA|BE Thesis prize 2020
Best thesis prize from the Institute of Actuaries in Belgium, for my master’s thesis in Mathematics on the joint modeling of physical and pricing densities.
PhD Portfolio
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