CURRICULUM VITAE
Name: Miklos Rasonyi

Date and Place of Birth: 14th June, 1975; Hatvan, Hungary
Citizenship: Hungarian
Phone: +36-12796190
Fax: +36-14667503
E-mail: rasonyi@sztaki.hu
Address: Computer and Automation Institute of the Hungarian Academy
1111 Budapest
Kende utca 13-17.
Hungary
Education: 1993-1998: Eotvös Lorand University, Budapest; MSc in Math-
ematics, Master thesis: “FK spaces and infinite matrices”
1998-2002: PhD School of Eotvös Lorand University


1999-2002: Ecole Doctorale Louis Pasteur, Laboratoire de Mathematiques,

Besancon, France; joint PhD programme in Financial Mathematics un-

der the supervision of Laszlo Gerencser (in Hungary) and Youri M.
Kabanov (in France). I defended my thesis ”On certain problems of
arbitrage theory in discrete time financial market models” on 27th June,
2002 in Besancon, “avec felicitation du jury”.

Research interests: Financial mathematics, arbitrage theory of financial
markets.
Languages: English and French
Positions: 1998-2002: junior research fellow at the Computer and Automa-
tion Institute of the Hungarian Academy
2002-: research fellow at the same institute.
2003-: half position of associate professor at Peter Pazmány Catholic
University
2006-: half postdoctoral position, Research Group on Financial and
Actuarial Mathematics, Vienna Technical University
Grants, invitations: 1996-1997: 9-month TEMPUS scholarship at the Uni-
versity of Bristol, UK
1999-2002: Holder of a joint PhD (“co-tutelle”) grant of the French
Government, 3 × 6 months, Besancon, France

2002: 2 weeks at Nijmegen Catholic University, Netherlands
2002-2003: 2 × 2 months in the Mathematical Institute of the Polish
Academy of Sciences, Warsaw, Poland; in the framework of the EU
entre of Excellence programme
2003: 1 week at ETH Zurich

2005: 2 weeks at the Newton Mathematical Institute, Cambridge, UK
2004, 2005: 1 month at Universite Paris 7

2006: 3 months at Universite Paris 7 and CREST