slhfi

Department of Finance

Simon Lysbjerg
Hansen
External lecturer
E-mail:
slh.fi@cbs.dk

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Presentation and academic fields

Simon Lysbjerg Hansen holds BSc and MSc degrees in Mathematics and Economics (cand.scient.oecon) as well as a PhD degree in Business Administration from the University of Southern Denmark.

His fields of interest include Modeling of Financial and Energy Markets, Derivatives Pricing, Risk Management, Credit Risk, Optimal Control Theory, and Numerical Methods.

Professional and/or academic experience

Academic experience:

• External Lecturer at the Department of Finance, Copenhagen Business School (2015-).

• Previous experience from the University of Southern Denmark and Aarhus University (2006–2014).

• Published papers in Journal of Economic Dynamics and Control, Mathematics and Financial Economic, Annals of Finance.

 

Professional experience:

• Currently employed as a Quantitative Developer at Ørsted building and implementing models for energy prices and production (2022-).

• Financial experience from various positions in Danske Bank (2015-2022).

Pedagogical experience/method skills/supervision

• Lectures in “Credit Risk – Modelling and Applications” in the MSc Business Administration and Mathematics programme (cand.merc.mat).

• Currently not acting as supervisor.