Biography
Andrei is a final year PhD student interested in the topic of differentiation in mathematical finance and stochastic calculus. His work so far has focused on stochastic differential equations at a point in time and their application to manifolds and modern portfolio theory. Currently, Andrei is working on probability-free robust hedging strategies in option trading.
Andrei completed an MSc in Financial Mathematics, also at King’s, and received a BA in Mathematics from the University of Cambridge.
Thesis
Differentiation in Financial Mathematics
Research Interests
- Stochastic differential equations
- Probability-free hedging and option trading
- Rough path theory
- Malliavin calculus
PhD supervision
Principal supervisor: Dr John Armstrong
Further information
Research
Financial Mathematics
King’s College has a large and thriving Financial Mathematics group, with an international reputation for research excellence.
Research
Financial Mathematics
King’s College has a large and thriving Financial Mathematics group, with an international reputation for research excellence.