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
Members
4
|Analysis|Geometry and Topology|Graduate Faculty|Mathematical Finance|Partial Differential Equations|Probability Theory|Regular Faculty|Research|
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|Analysis|Geometry and Topology|Graduate Faculty|Mathematical Finance|Probability Theory|Regular Faculty|Research|
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|Actuarial Science|Graduate Faculty|Mathematical Finance|Probability Theory|Regular Faculty|Research|
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|Administrative Staff|Graduate Program|Joint Faculty|Mathematical Finance|Research|
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|Administrative Staff|Department Head's Office|Geometry and Topology|Graduate Faculty|Mathematical Finance|Probability Theory|Regular Faculty|Research|
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|Analysis|Graduate Faculty|Mathematical Finance|Probability Theory|Regular Faculty|Research|
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|Actuarial Science|Graduate Faculty|Mathematical Finance|Regular Faculty|Research|
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