Søren Bundgaard Brøgger

Presentation

I am a finance PhD fellow at Copenhagen Business School funded by the Center for Financial Frictions (FRIC). I hold a Master''s degree in Financial Mathematics from London School of Economics and I am cand. oecon from Aarhus University. 

My research interests include derivatives hedging, valuation adjustments and volatility trading. I teach a Master’s course in Fixed Income Derivatives and I am available for thesis supervision on fixed income topics. In addition, I have served as expert witness (syn- og skønsmand) in a number of lawsuits involving swaps and other derivatives.

Before joining Copenhagen Business School, I was a senior dealer in Danske Bank Markets in Copenhagen.

Primary research areas

• Risk management in financial institutions
• Derivatives value adjustments ("the XVAs")
• Volatility trading

Courses

Fixed Income Derivatives (MSc. level)

Supervision

Master''s theses