Radu Lupu

Associate professor, Bucharest University of Economic Studies

Personal information
First name(s) / Surname(s) Lupu, Radu
Address(es) 21, Calea Crangasi, bl. 12, sc. 1, ap. 34, sector 6, Bucharest, Romania
Telephone(s) 0723 290 261
E-mail [email protected], [email protected]

Nationality Romanian

Date of birth 11th April 1976

Gender Male

Work Experience

Dates January 1999 – present
Occupation or position held Senior Lecturer at International Business and Economics Department
Main activities and responsibilities Teaching, research and administrative activities
Courses taught: Risk management, Time series modelling, Applied Econometrics, Asset Pricing, Derivatives, International Capital Markets
Research: participation in various research projects on: modelling economic phenomena, capital markets, risk management, derivatives
Administrative activities: Director of Master program International Financial Risk Management organized in collaboration with BI University from Oslo
Name and address of employer Academy of Economic Studies from Bucharest
Type of business or sector Education
Dates September 2006 – present
Occupation or position held Scientific Researcher third degree
Research on modelling economic phenomena, capital markets, economic convergence
Main activities and responsibilities Research activities in internal and extrabudgetary projects
Name and address of employer Institute for Economic Forecasting within the Romanian Academy of Science
Type of business or sector Scientific Research
Dates September 2011 – present
Occupation or position held President and Founder
Main activities and responsibilities Administrative and research activities
Collaboration with Matlab representative (Gamax company) to build scientific seminars on the use of quantitative software for economic analyses
Name and address of employer QuantFin Association
Type of business sector Consulting, Research, Education
Dates Octombrie 2007 – June 2010
Occupation or position held Expert Cabinet of the Vice-president
Main activities and responsibilities Research and education activities
Name and address of employer Romanian National Securities Commission
Type of business or sector Regulation Authority
Dates April 2010 – present
Occupation or position held Professor
Main activities and responsibilities Teaching and research activities
Courses taught: Modeling derivatives with VBA, Risk Management
Name and address of employer ESEC MBA Université de Toulouse á Barcelona, Spain
Type of business or sector Education
Dates June 2003 – present
Occupation or position held Professor
Main activities and responsibilities Teaching activities
Courses taught: Derivatives, Risk management in financial institutions, International finance
Name and address of employer The Romanian – Canadian MBA
Dates June 2008 – present
Occupation or position held Maitre de Conference invite
Main activities and responsibilities Teaching activities
Course taught: Management Information Systems
Name and address of employer Institut d’Administration des Entreprises din Lille, France
Dates July 2007 – present
Occupation or position held Professor
Main activities and responsibilities Teaching activities in the Erste Summer School organized by WU and Erste Bank
Course taught: Risk management with derivatives
Name and address of employer Wirschaft Universität, Vienna
Dates September 2004 – June 2005
Occupation or position held Research assistant
Main activities and responsibilities Research activities: risk neutral probabilities extraction from option prices; cleaning of options prices data from arbitrage opportunities
Name and address of employer Concordia University, Montreal, Canada

Education and training

Dates Septembrer 1999 – May 2006
Title of qualification awarded PhD in Economics, Magna cum Laude
Principal subjects/occupational skills covered International Finance, Financial Econometrics, Matlab programming
Name and type of organisation providing education and training The Academy of Economic Studies, Department of Interntional Business and Economics
Level in national or international classification PhD
Dates September 2004 – June 2005
Title of qualification awarded Enrolment as PhD student
Principal subjects/occupational skills covered Financial theory and Corporate Policy Decisions, Comportements Financiers, Advanced topics in investments and corporate finance, Theory of fixed income securities, Advanced seminar in Pedagogy, Advanced seminar in risk management and derivatives
Name and type of organisation providing education and training PhD program organized by the consortium Concordia University, McGill University and Hautes Etudes Commerciales, Montreal, Canada
Level in national or international classification PhD
Dates August 2003 – June 2004
Title of qualification awarded PhD scholarship – visiting student
Principal subjects/occupational skills covered Derivatives pricing, Advanced Econometrics I and II, Advanced Microeconomics and Risk in Financial Economics
Name and type of organisation providing education and training PhD program organized by the consortium Concordia University, McGill University and Hautes Etudes Commerciales din Montreal, Canada
Level in national or international classification PhD

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