Jesper Andreasen led the Fixed Income Quantitative Research Department at Bank of America in London covering interest rate and hybrid derivatives. Prior to this, Jesper held positions in the quantitative research departments of Nordea, Bank of America, and General Re Financial Products.
Jesper's research interest include: term structure modeling, volatility smiles, and numerical methods. In 2001 Jesper received Risk Magazine's Quant of the Year award. Jesper holds a PhD in Mathematical Finance from Aarhus University, Denmark.