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Ciprian NECULA
Professor
Department of Money and Banking
email: ciprian.necula@fin.ase.ro
web page: www.dofin.ase.ro/cipnec/
ORCID: orcid.org/0000-0002-8809-3605
address: Bucharest University of Economic Studies, Piata Romana, nr. 6, sector 1, 701631, Bucharest, ROMANIA
phone: (+40)2 13 19 19 00 / 158, 321

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I. EDUCATION

2012 - Habilitation in Economics, Bucharest University of Economic Studies

2009 - PhD in Finance, DOFIN, Bucharest University of Economic Studies, coordinator: Professor Moisa ALTAR

2003 - MSc in Stochastic Processes, University of Bucharest, Faculty of Mathematics

2002 - MSc in Financial Markets, DOFIN, Bucharest University of Economic Studies

2001 - BA in Economics, Bucharest University of Economic Studies, Faculty of Finance and Banking

2001 - BA in Mathematics, University of Bucharest, Faculty of Mathematics

II. EXPERIENCE

oct. 2013 - present - Professor, Bucharest University of Economic Studies, Department of Money and Banking;

oct. 2012 - sept. 2013 - SCIEX Post-Doctoral Fellow, University of Zurich, Department of Banking and Finance, Chair in Quantitative Finance (Prof. Walter FARKAS);

oct. 2009 - sept. 2012 - Senior Lecturer, Bucharest University of Economic Studies, Department of Money and Banking;

oct. 2007 - sept. 2009 - Lecturer, Bucharest University of Economic Studies, Department of Money and Banking

oct. 2001 - sept. 2007 - Teaching Assistant, Bucharest University of Economic Studies, Department of Money and Banking

III. RESEARCH INTERESTS

- financial mathematics, derivative valuation, risk management, market models

- macroeconomic modeling

- complexity

IV. TEACHING

V. PUBLICATIONS

VI. WORKING PAPERS

VII. RESEARCH PROJECTS

VIII. PROGRAMMING SKILLS

- Eviews, R, GiveWin, Gauss

- Matlab, Octave, Maple, Mathcad, Mathematica

- Visual C++, Visual Basic, Visual Studio .NET

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