Dr Roxana Dumitrescu
Senior Lecturer in Financial Mathematics
Research interests
- Mathematics
Biography
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).
Research interests
Her research interests mainly focus on stochastic control, optimal stopping, backward stochastic differential equations, Lévy processes and numerical methods.
Further information
Research
Financial Mathematics
King’s College has a large and thriving Financial Mathematics group, with an international reputation for research excellence.
Probability
The Probability group in the Department of Mathematics at King's College London.
Events
London/Oxford/Warwick Financial Mathematics Online Workshop
The first London/Oxford/Warwick Financial Mathematics Workshop will take place online in January 2022.
Please note: this event has passed.
Mean-field reinforcement learning
Conference on mean-field games/mean-field type control, machine learning techniques and deep reinforcement learning based algorithms for dynamic optimization...
Please note: this event has passed.
London-Paris Bachelier Workshop in Financial Mathematics
London-Paris Bachelier Workshop in Financial Mathematics
Please note: this event has passed.
Research
Financial Mathematics
King’s College has a large and thriving Financial Mathematics group, with an international reputation for research excellence.
Probability
The Probability group in the Department of Mathematics at King's College London.
Events
London/Oxford/Warwick Financial Mathematics Online Workshop
The first London/Oxford/Warwick Financial Mathematics Workshop will take place online in January 2022.
Please note: this event has passed.
Mean-field reinforcement learning
Conference on mean-field games/mean-field type control, machine learning techniques and deep reinforcement learning based algorithms for dynamic optimization...
Please note: this event has passed.
London-Paris Bachelier Workshop in Financial Mathematics
London-Paris Bachelier Workshop in Financial Mathematics
Please note: this event has passed.