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Sorana Sarbu

Dipl.-Math. Sorana Sarbu

Alumna
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Research

Valuation of defaultable bonds and credit derivatives, modelling and analysis of correlated default processes, empirical evaluation of credit risk models

Short biography

Education
2001-2007

University of Karlsruhe (TH), Karlsruhe
Mathematics (majors: mathematical finance; minor: physics)

2005-2007

ETH Zürich, Zürich
Mathematics (majors: mathematical finance)

Miscellaneous
2008 Organization of the 11th Symposium on Finance, Banking, and Insurance
2007
(3 months)
Intern at Bain & Company, Zuerich
2003-2007 Stiftung der Deutschen Wirtschaft (scholarship)

Working Paper