Dr Cristin Buescu
Senior Lecturer in Financial Mathematics
Cristin Buescu joined the Financial Mathematics research group in the Department of Mathematics, King's College London, as a Lecturer after post-doctoral studies at University of Missouri. He has held visiting appointments at Imperial, LSE and University of Sydney.
- 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.