Section Editors

Section Board for 'Financial Mathematics' (18)

Please see the section webpage for more information on this section.

Prof. Dr. Christoph Frei
Mathematical and Statistical Sciences, University of Alberta, Edmonton AB T6G 2G1,Canada
Interests: mathematical finance (algorithmic trading and credit risk management); mathematical economics (over-the-counter markets and the economics of digital currencies)
Prof. Dr. Elisa Alòs
Department d’Economia i Empresa and Barcelona Graduate School of Economics, University of Pompeu Fabra, Barcelona, Spain
Interests: mathematical finance; stochastic modeling; fractional Brownian motion
Special Issues and Collections in MDPI journals:
Prof. Dr. David Carfì
Department of Mathematics, University of California Riverside, Riverside, CA 92521, USA
Interests: mathematical economics; game theory; decision theory; risk management; bargaining theory; finance; econophysics; quantum finance; foundations of quantum mechanics; relativistic quantum mechanics; Schwartz distribution theory; differential manifolds; relativity
Special Issues and Collections in MDPI journals:
Prof. Dr. Jan Dhaene
Faculty of Business and Economics, KU Leuven University, 3000 Leuven, Belgium
Interests: actuarial siences; insurance; financial mathematics
Prof. Dr. Antonella Basso
Department of Economics, Ca’ Foscari University of Venice, Cannaregio 873, 30121 Venice, Italy
Interests: financial mathematics; option pricing; DEA (data envelopment analysis) models; performance evaluation of mutual funds; credit risk
Special Issues and Collections in MDPI journals:
Assist. Prof. Dr. Burak Erkut
1. Faculty of Economics, Administrative and Social Sciences, Bahçeşehir Cyprus University, Nicosia, Northern Cyprus
2. Institute for Research in Economic and Fiscal Issues, Paris, France
Interests: evolutionary economics; multivariate statistical analysis; KM; game theory; behavioral economics
Special Issues and Collections in MDPI journals:
Prof. Dr. Michael F. Gallmeyer
Mclntire School of Commerce, University of Virginia, Charlottesville, VA, USA
Interests: financial mathematics; asset pricing; asset allocation; macro-finance
Prof. Dr. Davide La Torre
SKEMA Business School and Université Côte d’Azur, Sophia Antipolis Campus, 60 rue Dostoievski, CS30085, 06902 SOPHIA ANTIPOLIS CEDEX, France
Interests: artificial intelligence; business analytics; machine learning; mathematical and statistical modeling; mathematical economics; mathematical finance; operations research
Prof. Dr. Emanuela Rosazza Gianin
Department of Statistics and Quantitative Methods, University of Milano-Bicocca, via Bicocca degli Arcimboldi 8, 20126 Milano, Italy
Interests: risk measures; backward stochastic differential equations; mathematical finance; convex and quasiconvex analysis
Prof. Dr. Yannick Malevergne
Sorbonne School of Management, Panthéon-Sorbonne University, 75005 Paris, France
Interests: Asset allocation; Asset pricing; Portfolio management; Risk management; Risk measures
Prof. Dr. Gareth W. Peters
Department of Actuarial Mathematics and Statistics, Heriot-Watt University, Edinburgh Campus, Boundary Rd N, Edinburgh EH14 4AS, UK
Interests: machine learning; data science; statistics; probability; inference; estimation; simulation; stochastic processes
Prof. Dr. Krzysztof Piasecki
Department of Investment and Real Estate, Poznan University of Economics and Business, 61-875 Poznan, Poland
Interests: mathematics for fuzzy systems; quantified behavioral finance; operations research; financial mathematics
Special Issues and Collections in MDPI journals:
Dr. Marianito Rodrigo
School of Mathematics and Applied Statistics, University of Wollongong, Australia
Interests: mathematical biology; financial mathematics; forensic medicine; fractional calculus; ordinary and partial differential equations
Prof. Dr. Daniel Sevcovic
Department of Applied Mathematics and Statistics Faculty of Mathematics, Physics and Informatics Comenius University, Bratislava, Slovakia
Interests: Partial differential equations and their applications; Curvature driven flows of curves and interfaces, Financial mathematics; Pricing derivative securities
Prof. Dr. Miguel Ángel Sánchez-Granero
Departamento de Matemáticas, Universidad de Almería, 04120 Almería, Spain
Interests: fractal structures; fractal dimension; Hurst exponent; finance; asymmetric topology
Special Issues and Collections in MDPI journals:
Prof. Dr. Anatoliy Swishchuk
Department of Mathematics and Statistics, University of Calgary, Calgary, AB T2N 1N4, Canada
Interests: mathematical finance; energy finance; stochastic modelling; risk theory; random evolutions and their applications; modeling high-frequency and algorithmic trading; deep and machine learning in quantitative finance
Special Issues and Collections in MDPI journals:
Prof. Dr. Michèle Vanmaele
Department of Applied Mathematics, Computer Science and Statistics, Ghent University, Krijgslaan 281 S9 (WE02), B-9000 Gent, Belgium
Interests: financial mathematics; option pricing; stochastic modelling with applications in finance and insurance; computational finance
Prof. Dr. Philip E. Protter
Statistics Department, Columbia University, 1255 Amsterdam Ave, Room 1029 SSW, MC 4690, New York, NY 10027, USA
Interests: stochastic integration; stochastic differential equations; mathematical finance; semimartingales; arbitrage theory; financial bubbles; liquidity; expansion of filtrations; markov processes; weak convergence
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