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

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

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

Expert Image Dr Johannes Ruf
Department of Mathematics
Experience keywords: Green Finance, Stochastic Portfolio Theory, econometrics, financial mathematics, option pricing, stochastic analysis

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

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