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Teemu PennanenProfessor Teemu Pennanen,
Professor in Financial Mathematics and Head of Group

Mathematical finance, risk management, convex analysis, optimization, stochastics, financial econometrics, computational techniques for stochastic optimization

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Tiziana DiMatteoProfessor Tiziana Di Matteo,

Professor of Econophysics


Econophysics, network modelling, dependency, financial data studies, application of complex systems studies to finance.

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Markus RiedleDr Markus Riedle,
Reader in Financial Mathematics 

Stochastic functional differential equations, Lévy processes, stochastic analysis in infinite dimensional spaces, stochastic processes in Bananch spaces

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Dr John Armstrong,
Lecturer in Financial Mathematics

Non linear filtering – applying ideas from information geometry to approximate solutions to non-linear   filtering problems. Special structures on Riemannian manifolds, especially Einstein metrics and almost Kahler structures.

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 CristinBuescuDr Cristin Buescu,
Lecturer in Financial Mathematics


CVA (credit valuation adjustment): impact of closeout conventions and of the first to default, impact of regulatory Basel III framework on counterparty credit risk. 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.

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Martin FordeDr Martin Forde, Lecturer in Financial Mathematics


Asymptotics for stochastic volatility models and Lévy processes with an emphasis on large deviations theory, and diffusion-type processes. 

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Dr Gechun Liang,
Lecturer in Financial Mathematics

Mathematical finance and stochastic analysis. Backward stochastic differential equations (BSDEs), rough path theory, optimal investment and credit risk modeling and management. 

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Aleksander MijatovicProfessor Aleksandar Mijatović
Chair in Probability

Aleksandar Mijatović holds a Chair in Probability, within the Financial Mathematics research group in the Department of Mathematics of King's College London.  Before joining KCL, Professor Mijatović was a Reader in Probability at Imperial College London and Associate Professor at the University of Warwick. He has worked as a front-office quantitative analyst for the Foreign Exchange Derivatives desk at the Royal Bank of Scotland in the City of London. His earlier positions include a Lectureship and a Research Fellowship at Imperial. He holds a PhD in low-dimensional topology from Trinity College, Cambridge.

 Departmental Profile


Dumitrescu_imageDr Roxana Dumitrescu
Lecturer in Financial Mathematics

Roxana Dumitrescu joined the Mathematics Department in November 2016 as a Lecturer in Financial Mathematics. Her research interests mainly focus on stochastic control, optimal stopping, backward stochastic differential equations, Lévy processes and numerical methods.


research focus
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