Study programme
Classes
- Optimisation with Applications to Finance +1NMEK412 | Faculty of Mathematics and Physics
- Econometrics Seminar 1NMEK450 | Faculty of Mathematics and Physics
- Mathematical EconomicsNMEK531 | Faculty of Mathematics and Physics
- Financial-Insurance PraxisNMFM336 | Faculty of Mathematics and Physics
- Investment Analysis +1NMFM431 | Faculty of Mathematics and Physics
- Some topics on insurance and financial mathematicsNMFM601 | Faculty of Mathematics and Physics
- Stochastic Problems in Research and PracticeNMSA431 | Faculty of Mathematics and Physics
Publications
- Second order stochastic dominance constraints in decision dependent randomness portfolio optimization problems2020 | Faculty of Mathematics and Physics
- Multistage stochastic dominance: an application to pension fund management2024 | Faculty of Mathematics and Physics
- Robustness of stochastic programs with endogenous randomness via contamination2023 | Faculty of Mathematics and Physics
- Implied volatility smoothing at COVID-19 times2023 | Faculty of Mathematics and Physics
- Contractivity of Bellman operator in risk averse dynamic programming with infinite horizon2023 | Faculty of Mathematics and Physics
- Investment disputes and their explicit role in option market uncertainty and overall risk instability2023 | Faculty of Mathematics and Physics
- Multi-level stratification of territories for waste composition analysis2022 | Faculty of Mathematics and Physics
- Introduction to the Proceedings of the 15th International Conference on Stochastic Programming 2019 (ICSP 2019): discrete stochastic optimization in finance2022 | Faculty of Mathematics and Physics
- Special Issue: Topics in Stochastic Programming2022 | Faculty of Mathematics and Physics
- Stochastic Dominance Constrained Portfolio Optimization with Distortion Risk Measures2022 | Faculty of Mathematics and Physics
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