معرفی
Professor Emese Lazar serves as Professor of Finance and Deputy School Director of Teaching and Learning at the ICMA Centre, Henley Business School, University of Reading. She joined the institution in 2005 and is an active member of the Econometrics with Data Science research cluster, focusing on quantitative finance applications.
Her educational background includes:
- PhD in Finance from the University of Reading
- BSc in Finance and Banking from the University of Economic Studies, Bucharest
- BSc in Computer Science from the University of Bucharest
Research interests span risk measurement and management, model risk, financial econometrics, derivatives pricing, green finance, climate risk in finance, and machine learning applications. Her work bridges theoretical finance with practical risk management challenges, particularly in climate-related financial risks and algorithmic risk modeling.
Recent publications reveal a pronounced shift toward integrating climate risk metrics with traditional financial models and developing neural network-based forecasting for tail risk measures. Her research demonstrates consistent innovation in volatility modeling, model risk quantification, and climate finance applications across top-tier journals.
Professor Lazar teaches postgraduate modules in Market Risk and Climate Change and Risk Management, supervising PhD students in her specialized research areas. She actively contributes to the Econometrics with Data Science research cluster, fostering interdisciplinary collaboration between finance, data science, and climate risk modeling.
