Dr Sylvia Gottschalk

Senior Lecturer in Economics

Sylvia Gottschalk

  • School Faculty of Business and Law

  • Department Accounting, Finance & Economics

  • Location London

Research activities

My research interests are in financial economics and quantitative finance, including green finance. I have undertaken research projects on credit risk for the Department for International Development (Dfid), and the BBVA Foundation; and on SME access to green finance for the Department for Business, Energy & Industrial Strategy (BEIS).


Current Teaching

My main teaching interests are fixed-income analysis, derivatives and structured products, financial econometrics, behavioural finance, and decision theory.

I have supervised several DPhil students, on interest rate risk, credit risk, population and environmental damage, and on the interaction of institutional, macroeconomic and corporate determinants of profit in global banking.

Modules taught:

FIN2150 Securities and Derivatives; FIN3170 Applied Financial Econometrics; FIN3230 Data Science and Machine Learning in Finance; FIN3240 Fundamentals of Green Finance; FIN3150 Decision Theory


Biography

I joined Middlesex University Business School after working several years as a researcher and forecaster at the National Institute of Economic and Social Research (NIESR). I have worked on a wide range of topics in applied economics, including financial economics, fixed-income, asset pricing, and green finance, with a particular focus on computational finance and big data analysis. 

I am a member of several learned societies, such as the Institute of Mathematics and Applications (IMA), the London Mathematical Society (LMS) and the Institute of Physics (IoP), and their European associates,  where I participate in initiatives linking mathematics and physics to economics and finance.

I am an associate editor of the journals Beta-Scandinavian  Journal of Business Research (https://www.idunn.no/beta?languageId=2#/about) , and SN Business and Economics (https://www.springer.com/journal/43546) 

Publications

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