Professor Mihalis Zervos

Professor Mihalis Zervos

Professor

Department of Mathematics

Telephone
020 7852 3751
Room No
COL.4.02
Office Hours
See office hours page on this site
Languages
English, Greek
Key Expertise
Mathematical finance and economics, stochastic control and optimisation

About me

I graduated from the Department of Electrical Engineering, National Technical University of Athens in 1990. I received my MSc degree in control systems and PhD degree in stochastic control and optimisation in 1991 and 1995, respectively, from Imperial College London. During the years 1995-2000, I was a lecturer in the Department of Statistics at the University of Newcastle. During the years 2000-2006, I was a lecturer and a reader in the Department of Mathematics at King's College London.

My current research interests are in the areas of stochastic analysis, stochastic control and optimisation, optimal stopping, principal-agent problems, and investment decision valuation.

I am an associate editor of International Journal of Theoretical and Applied Finance.

Expertise Details

Mathematical finance and economics; stochastic control and optimisation; stochastic analysis.

My research