Dr Cristin Buescu
Senior Lecturer in Financial Mathematics
Biography
Cristin Buescu is a Senior Lecturer in Financial Mathematics in the Department of Mathematics, King's College London. He has held visiting appointments at Imperial, LSE and University of Sydney.
Research interests
- Counterparty credit risk (XVAs)
- Portfolio management with "friction factors" (taxes and transaction costs)
- Utility maximisation
- Optimal stopping and stochastic control problems
- Numerical methods for free-boundary problems.
Further information
Research
Financial Mathematics
King’s College has a large and thriving Financial Mathematics group, with an international reputation for research excellence.
News
King's explores new scientific paradigm with creator of Mathematica, Stephen Wolfram
CEO of Wolfram Research and creator of Wolfram Mathematica Stephen Wolfram lectured on the connection between the sciences to full house.
King's financial mathematicians a hot commodity with Santander
Students from the Financial Mathematics MSc joined forces with mentors from Santander to tackle some of the bank’s trickiest problems.
Research
Financial Mathematics
King’s College has a large and thriving Financial Mathematics group, with an international reputation for research excellence.
News
King's explores new scientific paradigm with creator of Mathematica, Stephen Wolfram
CEO of Wolfram Research and creator of Wolfram Mathematica Stephen Wolfram lectured on the connection between the sciences to full house.
King's financial mathematicians a hot commodity with Santander
Students from the Financial Mathematics MSc joined forces with mentors from Santander to tackle some of the bank’s trickiest problems.