Dr Christoph Czichowsky

Dr Christoph Czichowsky

Associate Professor

Department of Mathematics

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Connect with me

English, German
Key Expertise
Financial Mathematics, Stochastic Analysis, Transaction costs

About me

I am the Programme Director for the MSc Financial Mathematics programme (WT, ST). My research focuses on financial mathematics and its connections with stochastic analysis and stochastic optimal control. In particular, I have been working on optimal investment, markets with transaction costs, time consistency in optimal control problems, duality theory and questions in stochastic analysis related to this.

After completing my PhD in Mathematics at ETH Zurich, I did a postdoc at University of Vienna that was supported by a fellowship for prospective researchers from the Swiss National Science Foundation before joining LSE in 2013. 

Photo taken by Alexander Stertzik.

Expertise Details

Financial Mathematics; Stochastic Analysis; Transaction costs; Market frictions