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Dr Athanasios A. Pantelous
Dr Athanasios A. Pantelous is the director of IFAM and a Reader of Statistics and Probability Theory in the Department of Mathematical Sciences. His research interests are:
- Control Theory (Stochastic and Deterministic)
- (Numerical) Linear Algebra (Matrix Pencil Theory)
- Actuarial & Financial Mathematics
See also personal website. |
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Dr Hirbod Assa
Dr Hirbod Assa is a lecturer in the Department of Mathematical Sciences. His research interests are:
- Mathematical finance
- Hedging and Pricing
- Actuarial mathematics
- Agricultural economics and finance
See also personal website. |
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Prof Nick Bingham
Professor Nick Bingham is a research fellow in the Department of Mathematical Sciences and a Professor of mathematics at Imperial College London. His research interests are:
- Topological regular variation
- Stationary processes and prediction theory
- Levy and other models in mathematical finance
See also personal website.
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Dr Carmen Boado-Penas
Dr Carmen Boado-Penas is a lecturer in the Department of Mathematical Sciences. Her research interests are:
- Pay-As-You-Go pension finance. In particular: Notional Defined Contribution Accounts (NDC’s), Actuarial Balance and Automatic Balance Mechanisms
- Long-Term Care Expenditure
- Mortality Modelling
See also personal website.
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Dr Corina Constantinescu
Dr Corina Constantinescu is a lecturer in the Department of Mathematical Sciences. Her research interests are:
- Actuarial Mathematics
- Risk theory
- Risk Analysis, Ruin and Extremes (RARE)
See also personal website. |
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Dr Bujar Gashi
Dr Bujar Gashi is a lecturer in the Department of Mathematical Sciences. His research interests are:
- Control theory and its application. In particular: stochastic control, robust control, stochastic controllability, and descriptor stochastic differential equations
- Optimal investment and consumption, interest rate modelling, and fixed-income derivatives
See also personal website. |
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Dr Olivier Menoukeu Pamen
Dr Olivier Menoukeu Pamen is a lecturer in the Department of Mathematical Sciences. His research interests are:
- (Backward) Stochastic differential equations (SDE)
- Malliavin calculus and applications to SDE and mathematical finance
- Stochastic control theory and application to mathematical finance
See also personal website.
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Dr Apostolos Papaioannou
Dr Apostolos Papaioannou is a lecturer in the Department of Mathematical Sciences. His research interests are:
- Ruin probabilities in dependent risk models
- Catastrophe bonds
- Actuarial modelling
See also peronal website. |
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Dr David Siska
Dr David Siska is a lecturer in the Department of Mathematical Sciences. His research interests are:
- Numerical approximations for stochastic and deterministic nonlinear evolution equations
- Numerical approximations for the nonlinear partial differential equations arising in stochastic control theory
- Interest rate derivatives and term structure models
See also personal website. |