CV for download (incl. list of publications, March 2019): pdf.

Positions:

• Department of Economics, University of Copenhagen: Assistant Professor 2002–2003
• Department of Natural Sciences, Faculty of Life Sciences, University of Copenhagen: Associate Professor 2005-2008, Assistant Professor 2003–2005
• Department of Mathematical Sciences, University of Copenhagen: Professor since 2013, Associate Professor 2008–2013

Education:

• BSc in Mathematics-Economics, University of Copenhagen, 1993
• MSc in Statistics, University of Copenhagen 1997
• PhD in Statistics, University of Copenhagen, 2000. Thesis title: Inference for Diffusion Processes and Stochastic Volatility Models