Blanka Horvath is a Lecturer at King's College London in the Financial Mathematics group, and an Honorary Lecturer in the Department of Mathematics at Imperial College London.

Blanka holds a PhD in Financial Mathematics from ETH Zurich, a postgraduate degree (Diplom) in Mathematics from the University of Bonn, and an MSc in Economics from The University of Hong Kong. In her research she lays a particular emphasis on the applicability of her research and maintains close collaborations with the industry, including: JP Morgan, Deutsche Bank, Zeliade Systems and AXA.

Her research interests are in the area of Stochastic Analysis and Mathematical Finance. They include (but not limited to)

Numerical methods as well as machine learning techniques for option pricing, forecasting and simulation. Laplace methods on Wiener space and heat kernel expansions. Smile asymptotics for local- and stochastic volatility models with a particular emphasis on rough volatility models and also SABR-type models.