Results for search term: financial mathematics.

Expert ImageProfessor Pauline Barrieu
Centre for the Analysis of Time Series (CATS); Department of Statistics; Risk and Stochastics Group (RSG)
Experience keywords: insurance derivatives; option pricing; derivatives on non-tradable risks; financial mathematics; environmental economics; security design

Expert ImageDr Erik Baurdoux
Department of Statistics
Experience keywords: Financial mathematics; optimal stopping; stochastic games; stochastic processes; option pricing; insurance mathematics; stochastic calculus

Expert ImageDr Christoph Czichowsky
Department of Mathematics
Experience keywords: market frictions; stochastic optimal control; mean-variance portfolio optimisation; shadow prices; financial mathematics; stochastic analysis; optimal portfolio choice; transaction costs; duality

Expert ImageDr Luitgard A. M. Veraart
Department of Mathematics
Experience keywords: statistics in finance; systemic risk; modelling of energy markets; pricing of derivatives; financial mathematics; risk management in financial markets; stochastic volatility models; optimal investment problems

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