David Ruiz Baños

Associate Professor Tenure Track
Image of David Ruiz Baños
Norwegian version of this page
Phone +47-22855884
Room 1007
Username
Visiting address Niels Henrik Abels hus Moltke Moes vei 35 0851 OSLO
Postal address Postboks 1053 Blindern 0316 Oslo

David Ruiz Baños, born on the 3rd of December 1987 in Barcelona.

Vita:

Associate professor tenure-track at the University of Oslo, May 2019-currently.

Associate professor at Inland Norway University of Applied Sciences, August 2017-May 2019.

Adjunct professor (20%) at the University of Oslo, January 2018-May 2019.

Postdoctoral Fellow at the University of Oslo, October 2016-July 2017.

Postdoctoral research stay at the Institute of Mathematics of the University of Barcelona, January-May 2016.

PhD: Regularity of Stochastic Flows of Stochastic Differential Equations with Singular Coefficients and Applications to Finance (Sup: Prof. Frank Proske, Prof. Giulia Di Nunno, Prof. Bernt Øksendal), 2011-2015

Master degree in pure mathematics, University of Barcelona, 2010-2011

Bachelor in pure mathematics (Spanish licenciatura), University of Barcelona, 2006-2010

Research interests:

Insurance mathematics (reserving, premium calculation, risk), mathematical finance (pricing, hedging, sensitivity), stochastic analysis (stochastic differential equations, fractional Brownian motion, Malliavin calculus and regularity of densities of Itô processes).

Teaching:

University of Oslo

  • STK4500/9500: Life insurance and Finance (Spring 2020, Spring 2021, Spring 2022)

  • STK4540: Non-Life Insurance Mathematics (Fall 18/ Fall 19)

  • STK-MAT2011: Project work in finance, insurance, risk and data analysis (Spring 17)

  • STK2130: Modelling by Stochastic Processes (Spring 13/ Spring 14)

  • STK1000: Introduction to Applied Statistics (Fall 12/ Fall 15)

  • FRM4110: Applied Statistics for Pharmacists (Spring 12)

  • STK2120: Statistical Methods and Data Analysis II (Spring 12)

  • STK1110: Statistical Methods and Data Analysis I (Fall 11/ Fall 13)

Inland Norway University of Applied Sciences

  • 3MET130 Statististics for economists (Spring 18/ Spring 19)
  • 3MET120 Mathematics for economists (Fall 17/ Fall 18)

Polytechnic University of Catalonia

  • Geometry (first course for civil engineers) (Spring 11)

Supervision:

  • PhD supervisor of Oriol Zamora (2021-2024)

  • PhD co-supervisor of Åsmund Hausken Sande (2021-2024)

  • PhD co-supervisor of Marc Lagunas (Public defence: November 6th, 2020)

  • Materstudents: Wei Liu (Fall 2018), Åsmund Hausken Sande (Spring 2021), Kristoffer Huertas (Spring 2021), Erik Martínez Jensen (Spring 2022), Vegard Enerstvedt (Spring 2022), Thomas Løland (Spring 2022).

Tags: Statistics, Stochastic analysis and finance and insurance and risk
Published Sep. 19, 2011 10:47 AM - Last modified Aug. 30, 2021 4:09 PM

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