Kourosh Marjani Rasmussen

Kourosh Marjani Rasmussen serves as an External Lecturer in the Department of Mathematical Sciences at the University of Copenhagen, contributing expertise at the intersection of advanced mathematics and financial systems. His institutional affiliation is anchored at Universitetsparken 5, 2100 København Ø, within the university's mathematical sciences framework.

His research specializes in Mathematical Finance with emphases on Risk Management and Financial Mathematics, employing stochastic modeling to analyze complex financial instruments. Core investigations include risk distribution mechanisms in multi-layered borrowing structures, credit risk quantification, and portfolio optimization techniques that bridge theoretical mathematics with practical banking applications. This work addresses critical challenges in financial stability and regulatory compliance within volatile markets.

Publication trends reveal focused contributions to quantitative finance, particularly through his 2012 article examining two-layer borrowing risk dynamics in Finans/Invest. This research exemplifies his methodological approach combining mathematical rigor with real-world financial problem-solving, contributing to subfields like derivative pricing and leverage risk management.

As an educator, he delivers industry-informed instruction through the Department of Mathematical Sciences, though specific teaching responsibilities remain undocumented. His external lecturer status suggests strong industry connections that likely enrich curriculum development with contemporary financial sector insights.