Roxana Dumitrescu joined the Mathematics Department in November 2016 as a Lecturer in Financial Mathematics.
Before that, she was a Postdoc researcher in the Department of Mathematics at Humboldt University (Berlin) and a member of the Research Training Group "Stochastic Analysis with Applications in Finance, Physics and Biology" (2015-2016).
She defended her PhD in Mathematics at University Dauphine in Paris (September 2015). During her PhD studies, she was a member of the research team in Financial Mathematics - "Mathrisk" - (the National French Institute for Research in Computer Science and Automatic Control, INRIA Paris).
Her research interests mainly focus on stochastic control, optimal stopping, backward stochastic differential equations, Lévy processes and numerical methods.
Research profile & publications