Institution: University of Giessen
Email: marianna_lyra [AT] yahoo.com
Research Interests / Background:
Marianna Lyra was born in Nicosia, Cyprus, 26 of July 1983 and graduated in Finance from the University of Cyprus. She holds a B.A. in Business Administration and an M.A. in Finance. Since September 2007 Marianna is an Early-Stage Researcher in COMISEF and a Ph.D.candidate at the Justus-Liebig University in Giessen.
Current research interests: credit risk assignment and validation, modelling the dependence structure of defaults, stochastic search methods and their application in financial problems. Future research: use of optimization heuristics to tackle real world applications in finance. In particular, risk modelling might be subject of further implementations without imposing unrealistic assumptions on the underlying problem.