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Room OLD 4.20
Department of Finance
London School of Economics
Houghton Street
London WC2A 2AE

 

Tel:  +44 (0)20 7955 6056
Fax: +44 (0)20 7242 1394

Email: j.danielsson@lse.ac.uk|

 

Administrative Contact
Brenda Clarkson-Williams, b.clarkson-williams@lse.ac.uk|

Jon Danielsson

Reader in Finance; Director, Systemic Risk Centre|

Research interests

  • Systemic risk 
  • Financial risk
  • Econometrics
  • Economic theory
  • Financial crisis 

Selected papers

  • Danielsson, Jon and Jorgensen, Bjørn N. and Samorodnitsky, Gennady and Sarma, Mandira and de Vries, Casper G. (2012) Fat Tails, VaR and SubadditivityJournal of Econometrics, doi:10.1016/j.jeconom.2012.08.011

Books

Teaching

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