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

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