Skip to Content

Katja Ignatieva

Photo of Katja Ignatieva
  • Title: Ms
  • Position: PhD Student - Department of Economics

Contact Details

Student information

  • Load: PhD Student Full Time
  • Principal supervisor:

    Associate Professor Stefan Trueck

  • Associate supervisor:

    Doctor Jiwook Jang

  • Date of submission: 31/12/2012
  • Thesis title: Modelling stock price dynamics, volatilities and co-movements on the energy and commodity market

Primary Fields of Interest

Derivative pricing, empirical research in derivative markets, asset pricing, financial econometrics, Markov Chain Monte Carlo (MCMC) methods in finance, international macroeconomics and finance, risk management with copulae, energy markets

Education         

2010 -  present Macquarie University Sydney, Australia
Cotutelle Ph.D. Student at the Department of Economics
2009 University of Technology Sydney, Australia
Visiting Ph.D. Student at School of Finance and Economics
2007 - present Goethe University Frankfurt, Germany
Ph.D. Student in the Graduate Program Finance and Monetary Economics at the Faculty of Economics and Business Administration
2006 - 2007 University of Glasgow, Scotland, UK
Master of Science by Research in Statistics
2002 - 2006 Humboldt University of Berlin, Germany
Diploma in Mathematics
2004 - 2005 Free University and Humboldt University of Berlin, Germany
Master of Science in Statistics
1999 - 2002 St-Petersburg State University, Russia
Pre-Diploma in Mathematics and Mechanics

Practical Experience

2007 - 2009 DZ Bank AG, Frankfurt
Working in the Department of Risk Controlling
Summer 2006 DZ Bank AG, Frankfurt
Internship in the Department of Risk Controlling
2005 - 2006 Humboldt University of Berlin, Germany
Research assistant at the Institute of Statistics and Econometrics
2005 Humboldt University of Berlin, Germany
Student assistant at the Institute of Statistics and Econometrics