Short CV

Lexuri Fernández studied a Bachelor degree in Mathematics from the University of the Basque Country. After her graduation in 2008, Lexuri joined the interuniversity Master Program 'Quantitative Finance and Banking' at the University of the Basque Country. In September 2015 she completed her PhD 'Selected Topics in Financial engineering: First-exit times and dependence structures of Marshall-Olkin kind' at the University of the Basque Country under the supervision of Prof. Dr, Matthias Scherer (TUM) and Prof. Dr. Luis A. Seco (University of Toronto). From March 2012 until July 2015 she has been at the Chair of Mathematical Finance (TUM) and since February 2016 she is a PostDoc.

Courses

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• Insurance Mathematics 1 (WS 2021/22, Übung)
• Basics of FIM (WS 2021/22)
• Statistics for Business Administration (SS 2021, Übung)
• Insurance Mathematics 1 (WS 2020/21, Übung)
• Actuarial Risk Theory (SS 2020, Übung)
• Hauptseminar: Univariate Extremwerttheorie (WS 2019/20)
• Discrete Time Finance (WS 2019/20, Übung)
• Discrete Time Finance (WS 2018/19, Übung)
• Continuous Time Finance (SS 18, Übung)
• Discrete Time Finance (WS 2017/18, Übung)
• Financial Engineering with Copulas (WS 2016/17, Übung)
• Discrete Time Finance (WS 2016/17, Übung)
• Portfolio Analysis (SS 2016, Übung)
• Continuous Time Finance (FIM) (SS 2016, Übung)
• Continuous Time Finance (FIM) (SS 2015, Übung)
• Portfolio Analysis (SS 2015, Übung)
• Financial Engineering with Copulas (WS 2014/15, Übung)
• Portfolio Analysis (SS 2014, Übung)