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Department of Mathematics |
Lecturer in Financial Mathematics
(the page is now under construction)
email: gapeev@maths.lse.ac.uk
Departmental office hours page:
stochastic calculus,
optimal stopping and free-boundary problems,
pricing of American options,
sequential testing and disorder detection problems,
interest rate and credit risk models,
illiquidity markets,
stochastic impulse control and optimization,
Gaussian processes