PhDr. Boril Šopov, MSc., LL.M.
Field of interest: Risk management and quantitative finance
Membership: Macroeconomics and Econometrics, PhD Candidates
Contact
Office:
Email: boril [DOT] sopov [AT] gmail [DOT] com
Phone:
More information
Assistant
PhD study
Tutor: doc. Roman Horváth Ph.D., ČSOB Corporate Chair
Studying from: 2010
PhDr examination:
Final exam:
Dissertation Proposal defence:
Dissertation defence:
Current work:
Dissertation topic:
Disertation abstract:
Optional courses:
CV
Education
2010- Institute of Economic Studies, Faculty of Social Sciences, Charles University (PhD.)
2007-2010 Institute of Economic Studies, Faculty of Social Sciences, Charles University (PhDr.)
2007-2010 Law Faculty, Masaryk University (LL.M.)
2008-2009 Risk management, Duisenberg school of Finance with VU University (MSc.)
2004-2007 Institute of Economic Studies, Faculty of Social Sciences, Charles University (Bc.)
Extra activities
2006-2007 Academic senate, Chamber of students
Awards and prizes
2010 - Dean Award for Extraordinary good Masters thesis, Institute of Economic Studies
2009 - Best student award, Duisenberg school of finance
2007 - Dean Award for Extraordinary good Bachelors thesis, Institute of Economic Studies
Topics for supervision
Bachelor theses
See the diploma thesis menu
Master theses
Ordinary topics:
Value at risk - what threats does it bring?
Stability of the Czech banking sector: Assessing contagion risk
Stability of the Czech banking sector: Dependence beyond correlation
Challenging topics:
Yield curve modelling: Linear non-gaussian Dynamic Nelson-Siegel model
State space models with heteroscedastic errors
Efficient importance sampling: Application in financial modelling
Generally any risk management, econometric or financial modelling topic is welcome
Current bachelor/master theses:
The Czech banking sector fragility: Dependence beyond correlation - Tomáš Fiala
Multivariate volatility modelling - Bc. Marek Klaus
Interest rate risk stress testing: Macroeconomic risk drivers - Bc. Magdalena Patáková
Financial Risk Measures: Review and Empirical Applications - Jan Říha
Extreme value theory: Empirical analysis of tail behaviour of GARCH models - Jan Šiml
Supervised Bachelor theses
all/awarded: 2/1
Awarded:
Bc. Jan Šiml
Supervised Master Theses
all/awarded: 2/0
Awarded: