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
Problem solving methods in probablity and statistics Data Science I. Computer Science
Time series Mathematics of Economy, Finance and Modeling 2. Mathematics
Time series Probability and mathematical statistics II. 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)
3
V.4.b - Diploma (second degree)
4
V.4.c - Dissertation (third degree)
0
V.4.2 - Number of defended theses
V.4.a - Bachelor's (first degree)
48
V.4.b - Diploma (second degree)
49
V.4.c - Dissertation (third degree)
1
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
Probability and Statistics for Computer Scientists Applied Infomatics I. Computer Science
Solving probability and statistics problems in R language Insurance Mathematics, Mathematics of Economy and Finance 1. Mathematics

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
59
VI.1.b - Over the last six years
17
VI.1.4 - Number of citations registered in the Web of Science or Scopus databases
VI.1.a - Overall
52
VI.1.b - Over the last six years
15
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 MACFIRE – Mathematical Analysis and Computational Finance: Innovation, Research, Exchange, 2026-2027, člen

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
2026-03-02