Karel Janeček | |
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Born |
Plzeň, Czechoslovakia |
July 26, 1973
Nationality | Czech |
Alma mater | Univerzita Karlova v Praze, Prague, Czech Republic; Bradley University, Peoria, Illinois, USA, Carnegie Mellon University, Pittsburgh, Pennsylvania, USA |
Occupation | mathematician; entrepreneur |
Organization | Karel Janeček Foundation; Democracy 2.1 |
Known for | anti-corruption campaign; philanthropy |
Website | http://www.kareljanecek.com |
Karel Janeček (born 26 July 1973 at Plzeň, Czechoslovakia) is a Czech mathematician, entrepreneur, anti-corruption campaigner and philanthropist.
Janeček graduated from the Faculty of Mathematics and Physics of Charles University in Prague in the field of Probability and Mathematical Statistics. He is an MBA in Finance graduate of Bradley University, Peoria, Illinois, USA, and a Ph.D. graduate in the field of Mathematical Finance of Carnegie Mellon University in Pittsburgh, Pennsylvania, USA.
During the period 2007-2013, Janeček lectured at the Faculty of Mathematics and Physics of Charles University in Prague. He specializes in optimal control in mathematical finance.
Janeček has authored and co-authored several research articles in scientific journals in the area of applied , where his work has numerous citations, such as "Optimal investment with high-watermark performance fee," SIAM Journal on Control and Optimization, 2012; "Futures trading with transaction costs," Illinois Journal of Mathematics, 2010; "Asymptotic analysis for optimal investment and consumption with transaction costs," Finance and Stochastics, 2004; and others.