Department of Mathematics

Mihail Zervos

Mihail Zervos graduated from the Department of Electrical Engineering, National Technical University of Athens in 1990. He received his MSc degree in control systems and his PhD degree in stochastic control and optimisation in 1991 and 1995, respectively, from Imperial College London. During the years 1995-2000, he was a lecturer in the Department of Statistics at the University of Newcastle. During the years 2000-2006, he was a lecturer and a reader in the Department of Mathematics at King's College London.

His current research interests include stochastic analysis, stochastic control and optimisation, optimal stopping problems, valuation of investment decisions and investments in real assets, real options, options of American type, derivative pricing in incomplete markets, and weather derivatives.

Mihail Zervos is an associate editor of International Journal of Theoretical and Applied Finance.

Doctoral Students