Assistant Professor

Address Department of Economics and Business Aarhus University Bartholins Allé 10 Bldg. 1323 8000 Aarhus C Denmark Office Building 1323, room 318

Email mhinnerich@econ.au.dk Phone +45 8942 1517 this will soon be changed to +45 871 65519

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PhD in Finance 2007 from Stockholm School of Economics (Handelshögskolan i Stockholm)

Research Areas

• Mathematical Finance
• Interest Rate Theory
• Derivatives Pricing and Hedging
• Optimal Consumption and Portfolio Selection

Current Teaching

• Fall 2011, Derivatives and Risk Management
  School of Economics and Management, Aarhus Univerisity
  M.Sc. course, Main litterature: Hull

Publications

• Hinnerich, M., Equity Swaps, in Encyclopedia of Quantitative Finance, R. Cont, ed., Wiley
• Hinnerich, M., Inflation-indexed swaps and swaptions, Journal of Banking and Finance, 2008, Volume 32, Issue 11, Pages 2293-2306, (doi:10.1016/j.jbankfin.2007.04.033)
• Hinnerich, M., Derivatives Pricing and Term Structure Modeling, Dissertation, The Economic Research Institute, Stockholm, 2007, ISBN: 978-91-7258-729-8

Work in progress

• Hinnerich, M., Pricing Equity Swaps in an Economy with Jumps, resubmitted
• Hinnerich, M., Consistent parallel and proportional shifts in the term structure of futures prices
• Björk, T., Hinnerich, M., and Murgoci, A. Continuous time mean-variance portfolio selection with partial information

Previous Teaching

• Spring 2011, Pricing and Hedging Derivatives
  Department of Mathematical Sciences,, Aarhus Univerisity
  M.Sc. course, Main litterature: Björk
• Fall 2010, Derivatives and Risk Management
  School of Economics and Management, Aarhus Univerisity
  M.Sc. course, Main litterature: Hull
• Fall 2009, Derivatives and Risk Management
  School of Economics and Management, Aarhus Univerisity
  M.Sc. course, Main litterature: Hull
• Spring 2009, Optimal Consumption and Portfolio Strategies
  Department of Mathematical Sciences, Aarhus Univerisity
  M.Sc. course, Main litterature: Cvitanic & Zapatero
• Spring 2009, Topics In Mathematical Finance 2 (Credit Risk)
  Department of Mathematical Sciences, Aarhus Univerisity
  M.Sc. course, Main litterature: Lando
• Spring 2008,Term Structure and Credit Risk Models,
  Department of Mathematics, ETH Zurich
  M.Sc. course, Main litterature: Björk, Schönbucher ,