Diana Tunaru has a Diploma in Mathematics (first) from the University of Craiova, Romania; a Master in Banking and Finance (distinction) from Middlesex University and a PhD in Finance from University of Westminster. She has also worked in the investment banking sector and she is specialised in empirical finance, with a focus on interest rate modelling.
Term-structure of interest rates, dynamic estimation and forecasting, continuous-time modelling, spillover effects.
An early-career researcher, Diana is actively engaged in research with a particular interest in complex modelling and forecasting of various financial variables such as interest rates, equity and derivative prices. She currently works on disseminating the research completed in her doctoral studies, concerning extensive international comparison of the estimation of the term structure of interest rates and volatility spillover effects across major economies during periods of financial and economic distress.
Her specialisation is the application of the Gaussian Estimation method within the context of multi-factor continuous-time models.
Dr Tunaru’s teaching interests are in general technical modules in Finance. Based on previous teaching experience these include modules such as Introduction to Econometrics, Quantitative Methods for Finance, Data Analysis and Statistics, Economics of Financial Markets and Financial Investments.
Diana has taught a range of finance and quantitative methods modules in various business schools in London, at both undergraduate and postgraduate levels.
Supervision Topics at UG level (final year dissertation): empirical finance, term structure of interest rates, estimation and forecasting of financial time series.