Dr Albina Danilova

Dr Albina Danilova

Associate Professor

Department of Mathematics

Telephone
020 7955 7371
Room No
COL.4.09
Office Hours
See office hours page on this site
Connect with me

Languages
English, Russian
Key Expertise
asymmetric information, derivative pricing, stochastic calculus

About me

I joined the Department of Mathematics at LSE in 2009 and I am currently an Associate Professor. I was awarded a Ph.D. by the Department of Operations Research and Financial Engineering at Princeton University. Before joining the LSE Department of Mathematics in 2009, I held a postdoctorate position at the Department of Mathematics at Carnegie Mellon University and Nomura Junior Research Fellowship at the Mathematical Institute, University of Oxford. My research interests span asymmetric information, derivative pricing, stochastic calculus, insider trading, stochastic control, and equilibrium theory.

Expertise Details

asymmetric information; derivative pricing; stochastic calculus; insider trading; stochastic control; equilibrium theory

My research