Prof Damiano Brigo, Gilbart Professor of Financial Mathematics
Elected to the Gilbart Professorship of Financial Mathematics from autumn 2010. Damiano's interests include pricing, risk
measurement, credit, counterparty risk, and stochastic models for commodities and inflation.
Prof Claudio Albanese, Visiting Professor in Financial Mathematics
Credit modelling; Operator methods; advanced numerical methods. Computational finance, including GPU computing techniques.
Dr Tiziana Di Matteo, Reader in Financial Mathematics (w.e.f. 09/2010).
Econophysics, network modelling, dependency, financial data studies, application of complex systems studies to finance.
Dr Andrea Macrina, Lecturer in Financial Mathematics
Models for credit risk and credit derivatives, models for inflation and interest rates,
information-based approach to asset pricing
Dr Cristin Buescu, Lecturer in Financial Mathematics
Portfolio management in markets with "friction factors" (taxes and transaction costs), utility maximisation, optimal stopping and stochastic control problems, numerical methods for free-boundary problems.
Dr Andrew Jack, Fixed-Term Lecturer in Financial Mathematics
Stochastic optimal control, viscosity solutions, real options,
portfolio valuation theory, stochastic analysis.
Dr Abdellatif Charafi, Fixed-Term Lecturer in Financial Mathematics
Dr Kisoeb Park, Post-doctoral fellow in Financial Mathematics
Former members of the Financial Mathematics Group include:
to see recently graduated PhD-students)