Andrei Ionescu

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 profile