Name and surname:
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doc. RNDr. Beáta Stehlíková, PhD.
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Document type:
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Research/art/teacher profile of a person
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The name of the university:
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Comenius University Bratislava
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The seat of the university:
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Šafárikovo námestie 6, 818 06 Bratislava
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III.a - Occupation-position | III.b - Institution | III.c - Duration |
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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 |
V.1.a - Name of the profile course | V.1.b - Study programme | V.1.c - Degree | V.1.d - Field of study |
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Financial derivatives | Mathematics of Economy, Finance and Modeling | 2. | Mathematics |
Time series | Mathematics of Economy, Finance and Modeling | 2. | Mathematics |
V.2.a - Name of the study programme | V.2.b - Degree | V.2.c - Field of study |
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Insurance mathematics | 1. | Mathematics |
Probability and mathematical statistics | 2. | Mathematics |
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 |
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
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
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
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
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
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
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
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
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
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
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
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
VEGA 1/0760/22 Modelling negative interest rates, 2022-2024 - principal investigator
DAAD-MŠ ENANEFA – Efficient Numerical Approximation of Nonlinear Equations in Financial Applications, 2018-2019, member
VEGA 1/0062/18 - Solution of direct and inverse variational problems by means of modern conic programming methods, 2018-2021, member
APVV-20-0311 - / Novel qualitative and numerical methods for solving Hamilton-Jacobi-Bellman equations involving conic optimization problems, 2021-2025, member
VII.a - Activity, position | VII.b - Name of the institution, board | VII.c - Duration |
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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 |
Reviews of papers for scientific journals.