Classes
- Mathematics in FinanceNMFM331 | Faculty of Mathematics and Physics
- Stochastic Models for Finance and InsuranceNMFM505 | Faculty of Mathematics and Physics
- Stochastic Models in Finance 1NMFP505 | Faculty of Mathematics and Physics
- Stochastic Analysis in Financial MathematicsNMFM535 | Faculty of Mathematics and Physics
- Advanced Topics on Financial MathematicsNMFM614 | Faculty of Mathematics and Physics
- Stochastic Models in Finance 2NMFP534 | Faculty of Mathematics and Physics
Publications
- Optimal liquidation problem in illiquid markets2022 | Faculty of Mathematics and Physics
- On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution2022 | Faculty of Mathematics and Physics
- On equity market inefficiency during the COVID-19 pandemic2021 | Faculty of Mathematics and Physics
- Efficiency Testing of Prediction Markets: Martingale Approach, Likelihood Ratio and Bayes Factor Analysis2021 | Faculty of Mathematics and Physics
- The Premium Reduction of European, American, and Perpetual Log Return Options2021 | Faculty of Mathematics and Physics
- Options on a traded account: symmetric treatment of the underlying assets2019 | Faculty of Mathematics and Physics
- Dynamic Scoring: Probabilistic Model Selection Based on Utility Maximization2019 | Faculty of Mathematics and Physics
- Long term portfolio protection2019 | Faculty of Mathematics and Physics
- Risk based capital for guaranteed minimum withdrawal benefit2017 | Faculty of Mathematics and Physics
- Explicit Density Approximations for Local Volatility Models Using Heat Kernel Expansions2016 | Faculty of Mathematics and Physics
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