Aarhus University Seal

Sebastian Bak Egebjerg

Title

PhD Student

Primary affiliation

Sebastian Bak Egebjerg

Areas of expertise

  • Financial derivatives
  • High-frequency data
  • Market microstructure

Contact information

Email address

Profile

Sebastian Egebjerg is a PhD fellow at the Department of Economics and Business Economics, Aarhus University. He obtained his a masters degree in mathematical finance from Aarhus University in 2023. 

Research

Sebastian's research interests lie in quantitative finance and its intersection with high-frequency data.

His PhD supervisors are Professor Thomas Kokholm and Associate Professor Niels Strange Grønborg.

Teaching activities

Sebastian is currently teaching the first half of "Fixed Income Analysis" offered in the mathematics-economics programme at the Department of Mathematics. Additionally, he undertakes supervision of bachelor theses.