Mathematical Finance

Research Activity

  • General theory of stochastic processes and their applications in finance
  • Pricing and hedging of contingent claims
  • Optimal investment in incomplete markets
  • Portfolio optimization and modeling of anticipations on financial markets
  • Statistical aspects of mathematical finance


Maria Gordina

Oleksii Mostovyi

Vladimir Pozdnyakov

Ambar Sengupta

Alexander Teplyaev

Bin Zou