Mathematical methods for insurance

Associate Professor

keywords: mathematical finance, computational finance, derivative pricing, numerical approximation of ODEs and PDEs, dynamical

Full Professor

keywords: Hyperbolic Equations, Gevrey Classes, Cauchy Problem, Stochastic differential equations, Quantitative Finance

Full Professor

keywords: Financial Mathematics, Transaction Costs, Asset Pricing, Portfolio Optimization

Associate Professor

Research fellow

Teaching tutor

keywords: semi-rings, fuzzy measure, lack-of-memory property

Associate Professor

keywords: Nonlinear ordinary differential equations, Economic Dynamics, Optimization, Hyperlliptic Integrals, Elliptic Integral,

Full Professor

keywords: copula methods in finance, stochastic calculus, risks' aggregation, Green Finance and weather derivatives

People