Hanken has a new model for teaching awards. It is a unique comprehensive model, which is about encouraging, rewarding and acknowledging quality in teaching.

Financial modelling is the art of searching for the best quantitative solution to the problem. Since the stock market crash of October 1987, modelling implied volatility increasingly became a non-trivial issue.

In his doctoral thesis, Alexander Back and co-authors propose and examine new statistical models of financial volatility. The research develops methods that can help practitioners evaluate the risk-profile of companies with an evolving business model or financial structure.

Tre nya professorer har börjat sitt värv vid Hanken: David Grant, Ari Hyytinen och Petra Sund-Norrgård. Installationsceremonin för dessa tre hålls i samband med Hanken Research Day 14.11.2018.