On research leave July 1, 2021- December 31, 2021
Research Area: Financial Mathematics
Research Profile: My main research lie in the area of financial mathematics with a special emphasis on optimal investment and pricing in incomplete markets. My projects are on equilibrium pricing of non tradable risks, optimal portfolio selection with regulatory constraints and time consistent portfolio management.
Financial Mathematics
2022/2023
Math 4FM3/6FM3
MFM 701
MFM 711
2021/2022
MFM 711
2020/2021
Math 1MP3
MFM 711
MFM 712
2019/2020
Math 1MP3
MFM 711
2018/2019
Math 1MP3
Math 3FM3
MFM 711
2017/2018
Math 2X03
Math 3FM3
Math 4FM3/6FM3
2016/2017
Math 2FM3
Math 3FM3
Math 4FM3/6FM3
Math 774
2015/2016
On Research Leave
2014/2015
Math 2T03
Math 771
Math 775
2013/2014
Math 2T03
Math 3FM3
Math 775
