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Andrei Ionescu
Andrei Ionescu

Andrei Ionescu

  • PhD students

PhD Student

Research subject areas

  • Mathematics

Contact details


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.


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