Research/art/teacher profile of a person
Name and surname:
doc. RNDr. Beáta Stehlíková, PhD.
Document type:
Research/art/teacher profile of a person
The name of the university:
Comenius University Bratislava
The seat of the university:
Šafárikovo námestie 6, 818 06 Bratislava

I. - Basic information

I.1 - Surname
Stehlíková
I.2 - Name
Beáta
I.3 - Degrees
doc. RNDr. PhD.
I.4 - Year of birth
1981
I.5 - Name of the workplace
Faculty of Mathematics, Physics and Informatics, Comenius University in Bratislava
I.6 - Address of the workplace
Mlynská dolina, 842 48 Bratislava
I.7 - Position
Associate Professor
I.8 - E-mail address
stehlikova@fmph.uniba.sk
I.9 - Hyperlink to the entry of a person in the Register of university staff
https://www.portalvs.sk/regzam/detail/4747
I.10 - Name of the study field in which a person works at the university
Mathematics

II. - Higher education and further qualification growth

II.1 - First degree of higher education
II.2 - Second degree of higher education
II.a - Name of the university or institution
Faculty of mathematics, physics and informatics, Comenius University in Bratislava
II.b - Year
2004
II.c - Study field and programme
Mathematics of Economy and Finance
II.3 - Third degree of higher education
II.a - Name of the university or institution
Faculty of mathematics, physics and informatics, Comenius University in Bratislava
II.b - Year
2008
II.c - Study field and programme
Applied Mathematics
II.4 - Associate professor
II.a - Name of the university or institution
Faculty of mathematics, physics and informatics, Comenius University in Bratislava
II.b - Year
2015
II.c - Study field and programme
Mathematics
II.5 - Professor
II.6 - Doctor of Science (DrSc.)

III. - Current and previous employment

III.a - Occupation-position III.b - Institution III.c - Duration
Associate Professor Faculty of mathematics, physics and informatics, Comenius University in Bratislava 2015-now
Assistant Professor Faculty of mathematics, physics and informatics, Comenius University in Bratislava 2007-2015

IV. - Development of pedagogical, professional, language, digital and other skills

V. - Overview of activities within the teaching career at the university

V.1 - Overview of the profile courses taught in the current academic year according to study programmes
V.1.a - Name of the profile course V.1.b - Study programme V.1.c - Degree V.1.d - Field of study
Financial derivatives Mathematics of Economy, Finance and Modeling 2. Mathematics
Time series Mathematics of Economy, Finance and Modeling 2. Mathematics
V.2 - Overview of the responsibility for the delivery, development and quality assurance of the study programme or its part at the university in the current academic year
V.2.a - Name of the study programme V.2.b - Degree V.2.c - Field of study
Insurance mathematics 1. Mathematics
Probability and mathematical statistics 2. Mathematics
V.3 - Overview of the responsibility for the development and quality of the field of habilitation procedure and inaugural procedure in the current academic year
V.4 - Overview of supervised final theses
V.4.1 - Number of currently supervised theses
V.4.a - Bachelor's (first degree)
1
V.4.b - Diploma (second degree)
3
V.4.c - Dissertation (third degree)
1
V.4.2 - Number of defended theses
V.4.a - Bachelor's (first degree)
47
V.4.b - Diploma (second degree)
48
V.4.c - Dissertation (third degree)
0
V.5 - Overview of other courses taught in the current academic year according to study programmes
V.5.a - Name of the course V.5.b - Study programme V.5.c - Degree V.5.d - Field of study
Social Networks Analysis Mathematics of Economy, Finance and Modeling; Probability and Mathematical Statistics 2. Mathematics
Problem Solving Methods in Probability and Statistics Insurance Mathematics, Data Science, Mathematics of Economy and Finance 1. Mathematics, Informatics

VI. - Overview of the research/artistic/other outputs

VI.1 - Overview of the research/artistic/other outputs and the corresponding citations
VI.1.1 - Number of the research/artistic/other outputs
VI.1.a - Overall
38
VI.1.b - Over the last six years
13
VI.1.2 - Number of the research/artistic/other outputs registered in the Web of Science or Scopus databases
VI.1.a - Overall
15
VI.1.b - Over the last six years
7
VI.1.3 - Number of citations corresponding to the research/artistic/other outputs
VI.1.a - Overall
57
VI.1.b - Over the last six years
20
VI.1.4 - Number of citations registered in the Web of Science or Scopus databases
VI.1.a - Overall
50
VI.1.b - Over the last six years
18
VI.1.5 - Number of invited lectures at the international, national level
VI.1.a - Overall
1
VI.1.b - Over the last six years
0
VI.2 - The most significant research/artistic/other outputs
1

Stehlíková, Beáta: New Approximations to Bond Prices in the Cox-Ingersoll-Ross Convergence Model with Dynamic Correlation. In: Mathematics [elektronický dokument]. - Vol. 9, No. 13 (2021), pp. [1-10], art. no. 1469 [online]. - ISSN (online) 2227-7390

2

Stehlíková, Beáta: On the bond pricing partial differential equation in a convergence model of interest rates with stochastic correlation. In: Mathematica Slovaca. - Vol. 70, No. 4 (2020), pp. 995-1002. - ISSN (print) 0139-9918

3
Stehlíková, Beáta - Capriotti, Luca: An effective approximation for zero-coupon bonds and Arrow-Debreu prices in the Black-Karasinski model. In: International Journal of Theoretical and Applied Finance. - Vol. 17, No. 6 (2014), Art. No. 1450037, s. 1-16. - ISSN 0219-0249
4
Paraskevova Chernogorova, Tatiana - Stehlíková, Beáta: A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond. In: Numerical Algorithms. - Vol. 59, No. 4 (2012), s. 571-588. - ISSN 1017-1398
5
Stehlíková, Beáta - Ševčovič, Daniel: Approximate formulae for pricing zero-coupon bonds and their asymptotic analysis. In: International Journal of Numerical Analysis and Modeling. - Vol. 6, No. 2 (2009), s. 274-283. - ISSN 1705-5105
VI.3 - The most significant research/artistic/other outputs over the last six years
1

Stehlíková, Beáta: New Approximations to Bond Prices in the Cox-Ingersoll-Ross Convergence Model with Dynamic Correlation. In: Mathematics [elektronický dokument]. - Vol. 9, No. 13 (2021), pp. [1-10], art. no. 1469 [online]. - ISSN (online) 2227-7390

2

Stehlíková, Beáta: On the bond pricing partial differential equation in a convergence model of interest rates with stochastic correlation. In: Mathematica Slovaca. - Vol. 70, No. 4 (2020), pp. 995-1002. - ISSN (print) 0139-9918

3

Mosný, Vladimír - Stehlíková, Beáta: Estimating the short rate from term structures in the Chan-Karolyi-Longstaff-Sanders model. In: Acta Mathematica Universitatis Comenianae. - Vol. 89, No. 2 (2020), pp. 361-375. - ISSN (print) 0231-6986

4

Bučková, Zuzana - Girová, Zuzana - Stehlíková, Beáta: Estimating the Domestic Short Rate in a Convergence Model of Interest Rates. In: Tatra Mountains Mathematical Publications. - No. 75 (2020), pp. 33-48. - ISSN (print) 1210-3195

5

Košútová, Lenka, and Beáta Stehlíková: Calibration of the Ueno’s shadow rate model of interest rates. In: Mathematics [elektronický dokument] Vol. 12, No. 22 (2024) art. no. 3564 (pp. 1-13) ISSN (online) 2227-7390

VI.4 - The most significant citations corresponding to the research/artistic/other outputs
1

Gomez-Valle, L. - Angel Lopez-Marcos, M. - Martinez-Rodriguez, J.: Incorporating boundary conditions in a stochastic volatility model for the numerical approximation of bond prices. In: Mathematical Methods in the Applied Sciences,Vol. 43, No. 14, 2020, s. 7993-8005 - SCI ; SCOPUS  CITATION OF THE PUBLICATION: : Paraskevova Chernogorova, Tatiana - Stehlíková, Beáta: A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond. In: Numerical Algorithms. - Vol. 59, No. 4 (2012), s. 571-588. - ISSN 1017-1398

2

Georgiev, S. G. - Vulkov, L. G.: Computational recovery of time-dependent volatility from integral observations in option pricing. In: Journal of Computational Science, Vol. 39, 2020, Art. No. 101054 - SCOPUS  CITATION OF THE PUBLICATION: : Ševčovič, Daniel- Stehlíková, Beáta - Mikula, Karol: Analytical and numerical methods for pricing financial derivates. - 1. vyd. - New York : Nova Science Publishers, 2011. - 309 s. - (Mathematics Research Developments) ISBN 978-1-61728-780-0

3

Wu, C. H.: Perturbation solutions for bond-pricing equations under a multivariate CIR model with weak dependences. In: Journal of Computational and Applied Mathematics, Vol. 361, 2019, s. 207-226 - SCI ; SSCI ; SCOPUS  CITATION OF THE PUBLICATION: : Stehlíková, Beáta - Ševčovič, Daniel: Approximate formulae for pricing zero-coupon bonds and their asymptotic analysis. In: International Journal of Numerical Analysis and Modeling. - Vol. 6, No. 2 (2009), s. 274-283. - ISSN 1705-5105

4

Daniluk, A. - Muchorski, R.: Approximations of bond and Swaption prices in a black-karasiński model. In: International Journal of Theoretical and Applied Finance, Vol. 19, No. 3, 2016, art. no. 1650017 - SCI ; SCOPUS  CITATION OF THE PUBLICATION: Stehlíková, - Capriotti, Luca: An effective approximation for zero-coupon bonds and Arrow-Debreu prices in the Black-Karasinski model. In: International Journal of Theoretical and Applied Finance. - Vol. 17, No. 6 (2014), Art. No. 1450037, s. 1-16. - ISSN 0219-0249

5

Kakushadze, Z.: Path integral and asset pricing. In: Quantitative Finance, Vol. 15, No. 11, 2015, s. 1759-1771 - SCI ; SCOPUS  CITATION OF THE PUBLICATION: Stehlíková, - Capriotti, Luca: An effective approximation for zero-coupon bonds and Arrow-Debreu prices in the Black-Karasinski model. In: International Journal of Theoretical and Applied Finance. - Vol. 17, No. 6 (2014), Art. No. 1450037, s. 1-16. - ISSN 0219-0249

VI.5 - Participation in conducting (leading) the most important research projects or art projects over the last six years
1

VEGA 1/0760/22 Modelling negative interest rates, 2022-2024 - principal investigator

2

DAAD-MŠ ENANEFA – Efficient Numerical Approximation of Nonlinear Equations in Financial Applications, 2018-2019, member

3

VEGA 1/0062/18 - Solution of direct and inverse variational problems by means of modern conic programming methods, 2018-2021, member

4

APVV-20-0311 - / Novel qualitative and numerical methods for solving Hamilton-Jacobi-Bellman equations involving conic optimization problems, 2021-2025, member

VII. - Overview of organizational experience related to higher education and research/artistic/other activities

VII.a - Activity, position VII.b - Name of the institution, board VII.c - Duration
Member of the committee on the state examinations of bachelor study Faculty of mathematics, physics and informatics, Comenius University in Bratislava 2015-now
Member of the committee on the state examinations of master study Faculty of mathematics, physics and informatics, Comenius University in Bratislava 2015-now

VIII. - Overview of international mobilities and visits oriented on education and research/artistic/other activities in the given field of study

IX. - Other relevant facts

IX.a - If relevant, other activities related to higher education or research/artistic/other activities are mentioned

Reviews of papers for scientific journals.

Date of last update
2025-02-28