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Jaroslav Baran

Senior Portfolio Manager, Investment and Treasury

Jaroslav Baran is a Senior Portfolio Manager in the Investment & Treasury Division at the European Stability Mechanism (ESM). Previously, he worked as a Funding Officer at the ESM and Treasury Dealer at the Czech Export Bank in the Czech Republic.
He holds a PhD in Finance from the University of Economics in Prague and a MSc in Financial and Actuarial Mathematics from Charles University in Prague.

List of publications

 

 

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My blog entries

COVID-19
Fixed-income
Options
Volatility
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Investment and Treasury
Jaroslav Baran

How Europe’s pandemic response reduced market uncertainty

My working papers

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43

Volatility indices and implied uncertainty measures of European government bond futures

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25

Analysing Cross-Currency Basis Spreads