Former Member

Dr. Karel Janecek

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Research Scientist Financial Mathematics

Short Curriculum Vitae

  • born on July 26, 1973 in Pilsen, Czech Republic
  • Diploma in mathematics, probability theory: Charles University, Prague, 1998 (graduation with honors)
  • MBA in finance: Bradley University, Peoria, US, 1997
  • MSc. in Mathematical Finance: Carnegie Mellon University, Pittsburgh, 2002
  • Ph.D. in Mathematical Finance: Carnegie Mellon University, Pittsburgh, 2004
Former and Current Positions:
  • 2000-2004: Ph.D. candidate in Mathematical Finance, Carnegie Mellon University
  • Since 2002: Member of the Board of Trustees, RSJ Invest, ltd.
  • Since Oct. 2004: Research Scientist in the group "Financial Mathematics" at the RICAM institute

Research Interests

  • Stochastic Calculus, Optimal Control with incomplete markets, Martingales, Utility theory and risk aversion