Jon Danielsson

Jon Danielsson is director of the Systemic Risk Centre at the London School of Economics. His research interests include systemic risk, long-term financial risk forecasting, and financial regulations.  Dr. Danielsson is the author of two books, Financial Risk Forecasting: The Theory and Practice of Forecasting Market Risk with Implementation in R and MATLAB and Global Financial Systems: Stability and Risk, and he has written a number of articles in leading academic journals. He has a PhD in economics from Duke University, and his dissertation focused on stochastic volatility.