Kamil Kladivko

 

E-mail:

Kamil.Kladivko@nhh.no

Telephone:

 

Fax:

+47 55 95 96 50

Title:

Research Scholar (Finance)

Nationality:

Czech
Curriculum Vitae

Teaching languages:

English
Education:

  • Ph.D. Statistics, University of Economics, Prague, 2006-2012.

  • M.S. Statistics, University of Economics, Prague, 2000-2005.
    Major: Statistics and Insurance Mathematics.
Ph.D. project:

  • Employee Stock Options valuation

  • Econometrics of Macro-Finance models
Research interests:

  • Asset Pricing

  • Yield Curve Modeling

  • Time Series Econometrics
Advisors:
Working papers:

  •  
Selected publications:

  • The Czech Treasury Yield Curve from 1999 to the Present, The Czech Journal of Economics and Finance (Finance a úver) 2010, 60(4), 307-335.

  • Yield Curve Modeling using Principal Component Analysis and Nonlinear Stochastic Differential Equations, in Mathematical Methods in Economics and Industry, Herlany, 2007 (with M. Cicha and P. Zimmermann).

  • Maximum Likelihood Estimation of the Cox-Ingersoll-Ross Process: The MATLAB Implementation, Technical Computing Prague, 2007.

  • Yield Curve Modeling and State Debt Interest Rate Costs Modeling, in Financing and Debt Management Strategy for 2007, 2007.
Past experience:

  • Ministry of Finance of the Czech Republic, Debt Management Office, 2004-2009.

    • Quantitative analyst (Responsible for valuation of financial instruments, yield curve and cost-at-risk modeling (interest rate risk management).