Department of Mathematics

[photo MZ]

Mihail Zervos

Professor of Mathematics

Department of Mathematics
London School of Economics
Houghton Street
London WC2A 2AE, UK

Tel: +44 (0)20 7852 3751
Fax: +44 (0)20 7955 6877
Email: mihalis.zervos [at] gmail.com

Office: Columbia House B402


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 IMA Journal of Mathematical Control and Information and International Journal of Theoretical and Applied Finance.


Publications

Doctoral Students