Jac­ob Lun­d­beck Serup

Presentation and academic fields

Jacob Lundbeck Serup holds a BSc and an MSc in Economics (bach.polit and cand.polit) from University of Copenhagen. In addition, Jacob holds an MSc in statistics from University of California Santa Barbara and a PhD in Financial Mathematics and Statistics also from University of California Santa Barbara. Jacob's research interests lie within Dynamic Market Models and in particular dynamic models of the implied volatility surface.

Pedagogical experience/method skills/supervision

Jacob has taught several courses at the BSc programme in Statistics at University of California Santa Barbara and has also taught several courses and seminars in microeconomics and finance at both the BSc programme and the MSc programme in Economics at the University of Copenhagen. Jacob also has experience as a supervisor of BSc and MSc projects with the department of Economics as well as the Department of Mathematics and Economics at University of Copenhagen. Currently, Jacob is acting as a thesis supervisor at HA(mat.).