King's College London Financial Mathematics

Dr Cristin Buescu Department of Mathematics King's College London Strand, London WC2R 2LS United Kingdom Room 537, Strand Building Tel: +44-(0)20-7848 2226 (direct line) Tel: +44-(0)20-7848 2217 (general office) Fax: +44-(0)20-7848 2017 E-mail: cristin.buescu.AT.kcl.ac.uk

Cristin Buescu is a member of the Financial Mathematics research group.

Research interests

• CVA (credit valuation adjustment): impact of closeout conventions.
• 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.

Publications

• authored by C. Buescu

Teaching

• Mathematical finance I: discrete time
• Numerical and computational methods in finance

Professional societies

AMS, Bachelier Finance Society, London Mathematical Society

[Financial Mathematics] [KCl Mathematics] [King's College]