Research group: Financial Mathematics
Research topics: Financial Mathematics, Portfolio Optimisation
Supervisor(s): Dr Albina Danilova / Dr Christoph Czichowsky
Denis holds an MSc in Applied Mathematics from EPFL and is now in his final year of PhD in the Department of Mathematics at LSE. He is currently working on several research projects in financial mathematics involving quadratic hedging and trading in markets with transaction costs. He has also been teaching MA100 classes at LSE since his first year. Before starting his studies at LSE, he has worked at FINMA, the Swiss financial regulatory authority in Zurich and at KPMG in Geneva.