sbbfi

Department of Finance

  • Center for Financial Frictions
Søren Bundgaard
Brøgger
Ph.d.-stipendiat


Kontor: SOL/D4.17
Tel:
+4538153556
E-mail: sbb.fi@cbs.dk
Præsentation
I am a finance PhD fellow at Copenhagen Business School funded by the Center for Financial Frictions (FRIC). I hold a Master's degree in Financial Mathematics from London School of Economics and I am cand. oecon from Aarhus University. 
 

My research interests include fixed income markets, derivatives valuation adjustments and volatility trading. I teach a Master’s course in Fixed Income Derivatives and I am available for thesis supervision on fixed income topics. 

I have several years of experience as a derivatives trader and portfolio manager and I have previously served as expert witness (syn- og skønsmand) in a number of lawsuits involving swaps and other derivatives.

Primære forskningsområder
  • Fixed Income Derivatives
  • Derivatives value adjustments ("the XVAs")
  • Volatility trading
Administrative opgaver


Link til denne hjemmeside
www.cbs.dk/staff/sbbfi
Kurser

Fixed Income Derivatives (MSc. level)

Vejledning

Master's theses

Andre undervisningsaktiviteter


Udvalgte publikationer
Søren Bundgaard Brøgger / Afledte VIX-produkter: Logrer halen med hunden?
In: Finans/Invest, No. 3, 6.2018, p. 28-35
Journal article
 
Søren Bundgaard Brøgger / Bitcoin futures - en indledende analyse
In: Finans/Invest, No. 1, 2.2018, p. 14-19
Journal article
 
Søren Bundgaard Brøgger / 50 Shades of Discounting: Diskontering af derivatbetalinger i teori og praksis
In: Finans/Invest, No. 4, 8.2017, p. 18-23
Journal article
 
Søren Bundgaard Brøgger / Hedging CVA in the presence of model risk
Copenhagen Business School 2017, 41 pages
Working paper
 
Søren Bundgaard Brøgger / Leveraged ETPs and the VIX Futures Market
Copenhagen Business School 2018, 25 pages
Working paper
 

 

Publikationer sorteret efter:
2018
Søren Bundgaard Brøgger / Afledte VIX-produkter : Logrer halen med hunden?.
I: Finans/Invest, Nr. 3, 6.2018, s. 28-35
Tidsskriftartikel > peer review
Søren Bundgaard Brøgger / Bitcoin futures : En indledende analyse.
I: Finans/Invest, Nr. 1, 2.2018, s. 14-19
Tidsskriftartikel > peer review
2017
Søren Bundgaard Brøgger / 50 Shades of Discounting : Diskontering af derivatbetalinger i teori og praksis.
I: Finans/Invest, Nr. 4, 2017, s. 18-23
Leder > peer review
Faglige interesser


Bibeskæftigelse
  • Rådgiver hos Bank Broker (rådgivning vedr. brug af finansielle derivater)
  • Syn- og skønsmand ved Sø- og Handelsretten
  • Diverse konsulentopgaver (egen virksomhed)