Humboldt-Universität zu Berlin - Statistik

E-mail:	silyakoe@cms.hu-berlin.de
Phone:	+49 30 2093-1470
Office:	Spandauer Str. 1, room 311
Office hours:	upon agreement
Address:	Ladislaus von Bortkiewicz Chair of Statistics School of Business and Economics Humboldt-Universität zu Berlin Spandauer Str. 1 10178 Berlin, Germany
Me in 2D:

Teaching:

• Numerical Introductory Course (SE) (WS 2011/2012)
  

• Multivariate Statistical Analysis II (SS 2011)
  

• Statistics of Financial Markets I (WS 2010/2011)
  

• Angewandte multivariate Statistik (SS 2010)
  

• Multivariate Statistical Analysis, visiting lecture at Charles University in Prague, Czech Republic (October, 2009)
  

• Numerical Introductory Course (WS 2009/2010)
  

• Statistik II (WS 2009/2010)
  

• Statistik I (SS 2009)
  

• Statistics of Financial Markets II (SS 2009)
  

Publications:

• Härdle, W. and Silyakova, E. (2010) Volatility Investing with Variance Swaps. In Handbook of Computational Finance, Duan, Gentle, Härdle, eds., Springer Verlag. also appeared as Härdle, W. and Silyakova, E. (2010) Variance Swaps. Statistical Tools in Finance and Insurance, Cizek, Härdle, Weron, Springer Verlag.

Presentations:

	Genetics and/of basket options
	Volatility Investing with Variance swaps

Projects:

• Econ Boot Camp
• Computer Museum
• Statistics with Screencasts

Curriculum Vitae:

• CV, updated: March 25, 2011