Natalie Packham
Department of Business and Economics, Badensche Str. 52, 10825 Berlin, packham@hwr-berlin.de
Berlin School of Economics and Law
About
Natalie Packham is Professor of Mathematics and Statistics at Berlin School of Economics and Law and Principal Researcher within the International Research Training Group “High Dimensional Nonstationary Time Series” (IRTG 1792) at Humboldt University Berlin. Natalie has several years of industry experience as a front office software engineer at an investment bank, and is frequently involved in industry-related research and consulting projects. Her research expertise includes Mathematical Finance, Financial Risk Management and Computational Finance, and her academic work has been published in Mathematical Finance, Finance & Stochastics, Quantitative Finance, Journal of Applied Probability and many other academic journals. She is associate editor of “Quantitative Finance”, “Methodology and Computing in Applied Probability” and “Digital Finance” and co-chair of the GARP Research Fellowship Advisory Board. Natalie holds an M.Sc. in Computer Science from the University of Bonn, a Master’s degree in Banking & Finance from Frankfurt School, and a Ph.D. in Quantitative Finance from Frankfurt School.
Key Achievements and Outputs
Publications in renowned journals of mathematical finance and probability theory; supervision of PhD students; industry experience in investment banking; associate editor at several journals
Research Interests
Mathematical Finance, Financial Risk Management, Computational Finance, Cryptocurrencies and Bayesian Statistics.