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Biography

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.

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