dr. S.A. Borovkova

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+31 20 59 82937
school of business & economics ( finance )
Associate Professor


Research interests

Mathematical Finance
Exotic and commodity derivatives
Commodity (and in particular energy) markets
Commodity forward curves
Alternative investments
Emerging markets
News analytics for asset prices

Selected working papers

Collaterized Commodity Obligations
American Basket and Spread Options
Asian Basket and Spread options and Implied correlations

Interview with Reuters Insider


Office hours regarding thesis/afstuderen

Fridays 14:00-15:00
Or by appointment per e-mail

Ancillary activities

No ancillary activities
Last changes Ancillary activities: Amsterdam 06 februari 2017