Curriculum Vitae
Allan Sall Tang Andersen
Personal details
Date of Birth: June 18, 1982
Place of Birth: Hvidovre, Denmark
Contact Details
Copenhagen Business School
Department of Finance
Solbjerg Plads 3
DK-2000 Frederiksberg
E-mail: aa.fi@cbs.dk
Danmarks Nationalbank
Havnegade 5
DK-1093 København K
E-mail: ata@Nationalbanken.dk
Home
Løgstørgade 35, 3TV
DK-2100 København Ø
E-mail: Mail@Allan-Andersen.dk
Education
2008-2011
Ph.D. student. Department of Finance, Copenhagen Business School & Danish Central Bank. Expected Completion
June 2011.
• Research Interests: Stochastic volatility and jumps in
dynamic term structure models. Derivatives pricing
and risk management. Inflation derivatives. Bayesian
Econometrics.
2010-2010
Visiting Scholar, Center for Financial Engineering, Columbia
University.
2005-2008
MSc Business Administration & Management Science (Mathematics & Economics), Copenhagen Business School.
2006-2007
MSc Financial Mathematics (with Distinction), Cass Business School, City University, London.
2002-2005
BSc Business Administration & Management Science (Mathematics & Economics), Copenhagen Business School.
Teaching Experience
Fall 2007
Teaching Assistant: Portfolio Theory, MSc Finance, Copenhagen Business School. Masters course in portfolio and investment theory. Curriculum: Elton, Gruber, Brown &
Goetzmann: Modern Portfolio Theory and Investment Analysis.
Fall 2007
Teaching Assistant: Financial Markets & Instruments, MSc
Finance & Strategic Management , Copenhagen Business
School. Introductory course in financial markets and products. Curriculum: Elton, Gruber, Brown & Goetzmann:
Modern Portfolio Theory and Investment Analysis.
Fall 2005
Teaching Assistant: Macroeconomics and International Institutions, BSc Business Administration, Copenhagen Business School. Introductory course in Macroeconomics. Curriculum: Blanchard, Olivier: Macroeconomics.
Work Experience
2008-2011
Danish Central Bank : Ph.D. student.
2008-2009
European Central Bank, Economist: Economist in the Capital Markets and Financial Structures division, Directorate
Monetary Policy. Worked on briefings and research project
on break-even inflation and inflation risk premia.
2007-2007
Merrill Lynch, Analyst: Summer analyst in the Quantitative Research division. Worked on projects in the Interest
Rate Derivatives Strategy, Equity Derivatives & Commodities Research teams.
2004-2006
Danish Central Bank, Junior Analyst: Junior Analyst in
the Statistics Department. The job consists of the compilation and development of the statistic ’Quarterly Financial
Accounts for Denmark’.
Computer Experience
• MS Office, R, MS Excel VBA, Matlab, LATEX - Very Experienced User.
• C++, SQL, Mathematica, SAS (base & IML) - Experienced User.
Spoken Languages
• Danish - Mother Tongue.
• English - Fluent.
• Swedish, Norwegian - Conversational.
• French, German - Basic.
Prizes
• Best Graduate from Copenhagen Business School 2008: At the 2009 FUHU
convention I was awarded the prize ’Gunnar V. Holms legat’ for obtaining the best grade point average of all graduates in 2008 at Copenhagen
Business School.
Research
Working Papers
• A tractable Heath-Jarrow-Morton framework based on time changed Lévy
processes, 2008.
• Inflation derivatives modelling using time changed Lévy processes, 2009
• Inflation risk premia in the term structure of interest rates: Evidence from
Euro area inflation swaps, 2009.
Paper Presentations
2010 January
Campus for Finance, Vallendar, Germany
2009 December
Quantitative Methods in Finance, Sydney.
2009 October
Danish Central Bank, Copenhagen.
2009 May
Nordic Finance Network Research Workshop, Copenhagen.
2008 August
Danish Central Bank, Copenhagen.