Section Editors

Section Board for 'Financial Mathematics' (18)

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

Prof. Dr. Christoph Frei
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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
Website
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
Website
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
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Faculty of Business and Economics, KU Leuven University, 3000 Leuven, Belgium
Interests: actuarial siences; insurance; financial mathematics
Prof. Dr. Antonella Basso
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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
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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
Website
Mclntire School of Commerce, University of Virginia, Charlottesville, VA, USA
Interests: financial mathematics; asset pricing; asset allocation; macro-finance
Prof. Dr. Davide La Torre
Website
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
Website
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
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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
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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
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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
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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
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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
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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
Website
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
Website
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
Website
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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