معرفی
Katja Ignatieva is an Associate Professor at the School of Risk and Actuarial Studies, UNSW Business School, University of New South Wales. She holds a co-tutelle PhD in Finance from Goethe University Frankfurt (Germany) and Macquarie University Sydney, along with an MSc in Mathematics and Statistics from Humboldt University Berlin and Glasgow University. Her research focuses on quantitative finance, stochastic processes, energy markets, and actuarial risk modeling.
Key research areas include energy price dynamics, portfolio risk management, mortality modeling, and systemic risk analysis. She has published extensively in top-tier journals, addressing topics such as volatility modeling, jump-diffusion processes, and commodity market dependencies.
Educational background includes:
- PhD in Finance (2011), Goethe University Frankfurt & Macquarie University
- MSc in Mathematics & Statistics (2000s), Humboldt University Berlin & Glasgow University
Her work bridges theoretical finance with practical applications in risk management and insurance. She has contributed to methodologies for pricing complex financial derivatives and managing longevity risk in variable annuities.
