Blanka HorvathView profile
Lecturer
Blanka Horvath is a Lecturer at King's College London and Honorary Lecturer at Imperial College London's Department of Mathematics (Faculty of Natural Sciences). Her research focuses on stochastic analysis and mathematical finance, particularly in numerical methods, machine learning applications, and volatility modeling (e.g., SABR and rough volatility models). She holds a PhD from ETH Zurich (2015), a Diplom in Mathematics from the University of Bonn, and an MSc in Economics from the University of Hong Kong. She has organized major conferences such as the SIAM MMF 2017 mini-symposium and co-organized the Rough Volatility Meeting at Imperial College. Her honors include the 2019 Risk Rising Star Award and the 2024-25 LMS Emmy Noether Fellowship. She collaborates with institutions like UBS, The Alan Turing Institute, and Quantennium LTD. Her teaching includes courses on numerical methods in finance and Python/R programming. She supervises PhD and MSc students in areas like rough volatility, machine learning, and quantitative finance. Recent work explores quantum GANs for option pricing and regime detection using Wasserstein distances.










