Division of Economics and Financial Models

Division of Economics and Financial Models (DEFM DAMS FMPI CU) is one of the three parts of the Department of Applied Mathematics and Statistics. The scientific research of the department focuses on the areas of financial mathematics, partial differential equations, mathematical programming, optimal control theory and scientific/technical calculations. Employees of the department are involved in the education process at the study programs Mathematics of Economy and Finance, Mathematics of Economy, Finance and Modeling and Insurance Mathematics.

News, seminars, conferences

doc. RNDr. Margaréta Halická, CSc.
Head of Division

photo




Office: M 268
Phone: 02/602 95 723
E-mail: margareta.halicka(at)fmph.uniba.sk

Main areas of research

  • Convex optimization
  • DEA models

Selected grant projects

  • VEGA 1/0062/18 Riešenie priamych a inverzných úloh s variačnou štruktúrou pomocou moderných metód kónického programovania

Permanent staff

doc. RNDr. Ján Boďa, CSc.

photo



Office: M 233
Phone: 02/602 95 633
E-mail: jan.boda(at)fmph.uniba.sk

Dr. Zuzana Chladná

photo



Office: M 206
Phone: 02/602 95 180
E-mail: zuzana.chladna(at)fmph.uniba.sk

Main areas of research

  • Mathematical models of infectious diseases
  • Real options

Mgr. Soňa Kilianová, PhD.

photo



Office: M 267
Phone: 02/602 95 134
E-mail: sona.kilianova(at)fmph.uniba.sk

Main areas of research

  • Dynamic models of portfolio management
  • Conic programming and its applications
  • Mathematical models of infectious diseases
  • Pension systems

Selected grant projects

  • VEGA 1/0062/18 Riešenie priamych a inverzných úloh s variačnou štruktúrou pomocou moderných metód kónického programovania

doc. Mgr. Igor Melicherčík, PhD.

photo




Office: M 207
Phone: 02/602 95 477
E-mail: igor.melichercik(at)fmph.uniba.sk

Main areas of research

  • Dynamic models of portfolio management
  • Pension systems
Selected grant projects
  • VEGA 1/0251/16 Kvantitatívna analýza modelov úrokových mier v podmienkach eurozóny a pristupujúcich krajín a jej aplikácie

doc. RNDr. Ján Pekár, PhD.

photo




Office: M 237
Phone: 02/602 95 635
E-mail: jan.pekar(at)fmph.uniba.sk

Main areas of research

  • Time series modelling
Selected grant projects
  • VEGA 2/0009/15 Identifikácia zmien hydrologického režimu tokov a vzájomný vzťah extrémnych hydrologických udalostí v zložitom riečnom systéme povodia Dunaja

doc. RNDr. Beáta Stehlíková, PhD.

photo



Office: M 266
Phone: 02/602 95 260
E-mail: beata.stehlikova(at)fmph.uniba.sk

Main areas of research

  • Partial differential equations, models of interest rates
  • Analysis of networks
Selected grant projects
  • VEGA 1/0251/16 Kvantitatívna analýza modelov úrokových mier v podmienkach eurozóny a pristupujúcich krajín a jej aplikácie - principal investigator
  • VEGA 1/0062/18 Riešenie priamych a inverzných úloh s variačnou štruktúrou pomocou moderných metód kónického programovania
  • DAAD-MŠ ENANEFA – Efficient Numerical Approximation of Nonlinear Equations in Financial Applications

Mgr. Jana Szolgayová, PhD.

photo



Office: M 206
Phone: 02/602 95 180
E-mail: jana.szolgayova(at)fmph.uniba.sk

Main areas of research

  • Statistical analysis of environmental data

prof. RNDr. Daniel Ševčovič, DrSc.

photo




Office: M 274
Phone: 02/602 95 660
E-mail: daniel.sevcovic(at)fmph.uniba.sk

Main areas of research

  • Evolution of plane curves
  • Mathematical problems in pricing derivative securities
  • Nonlinear optimization and Inverse problems

Selected grant projects

  • VEGA 1/0062/18 Riešenie priamych a inverzných úloh s variačnou štruktúrou pomocou moderných metód kónického programovania - principal investigator
  • DAAD-MŠ ENANEFA – Efficient Numerical Approximation of Nonlinear Equations in Financial Applications - vedúci slovenského riešiteľského kolektívu (spolu s Univerzitou Wuppertal, SRN)
  • VEGA 1/0251/16 Kvantitatívna analýza modelov úrokových mier v podmienkach eurozóny a pristupujúcich krajín a jej aplikácie

doc. RNDr. Mária Trnovská, PhD.

photo



Office: M 267
Phone: 02/602 95 134
E-mail: maria.trnovska(at)fmph.uniba.sk

Main areas of research

  • Conic programming and its applications
  • Dynamic models of portfolio management
  • Optimal design of experiments

Selected grant projects

  • VEGA 1/0062/18 Riešenie priamych a inverzných úloh s variačnou štruktúrou pomocou moderných metód kónického programovania

Extern

Mgr. Ing. Pavol Jurča, PhD.

photo



Office: M 266
Phone: 02/602 95 260
E-mail: pavol.jurca(at)fmph.uniba.sk
E-mail: pavol.jurca(at)nbs.sk

Main areas of research

  • Optimal control
  • Quantitative analysis of financial risks
  • Banking sector

PhD students

Mgr. Terézia Fulová

photo



Office: M 271
Phone: 02/602 95 197
E-mail: terezia.fulova(at)fmph.uniba.sk

Tutor: doc. RNDr. Mária Trnovská, PhD.
Title of the dissertation thesis: Optimization methods with conical structure

Mgr. Ján Gašper

photo



Office: M 203
Phone: 02/602 95 183
E-mail: jan.gasper(at)fmph.uniba.sk

Tutor: prof. RNDr. Daniel Ševčovič, DrSc.
Consultant: Mgr. Soňa Kilianová, PhD.
Title of the dissertation thesis: Modeling and numerical solution of infectious disease models

Mgr. Jakub Hrdina

photo



Office: M 203
Phone: 02/602 95 183
E-mail: jakub.hrdina(at)fmph.uniba.sk

Tutor: doc. RNDr. Mária Trnovská, PhD.
Title of the dissertation thesis: Lasserre hierarchies and duality in optimization problems

Mgr. Tatiana Jašurková

photo



Office: M 232
Phone: 02/602 95 680
E-mail: tatiana.jasurkova(at)fmph.uniba.sk

Tutor: doc. Mgr. Igor Melicherčík, PhD.
Title of the dissertation thesis: Mathematical model of a fair pension system

Mgr. Roman Kukumberg

photo



Office: M 276
Phone: 02/602 95 134
E-mail: roman.kukumberg(at)fmph.uniba.sk

Tutor: doc. RNDr. Margaréta Halická, CSc.
Consultant: doc. RNDr. Mária Trnovská, PhD.
Title of the dissertation thesis: Modern methods for solving convex optimization problems

Mgr. Richard Priesol

photo



E-mail: richard.priesol(at)fmph.uniba.sk

Tutor: doc. RNDr. Viliam Páleník, PhD.
Consultant: prof. RNDr. Daniel Ševčovič, DrSc.
Title of the dissertation thesis: CGE modeling of potential macroeconomic effects of employing socially excluded groups

Cyril Izuchukwu Udeani

photo



Office: M 276
Phone: 02/602 95 134
E-mail: cyrilizuchukwu04(at)gmail.com

Tutor: prof. RNDr. Daniel Ševčovič, DrSc.
Title of the dissertation thesis: Qualitative and quantitative analysis of nonlinear Hamilton-Jacobi-Bellman equations for optimal allocation problems