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London School of Economics |
Principal Investigator: Professor Michael Zervos
Department: Mathematics’ Department
Key areas of expertise / interest: stochastic analysis, stochastic control and optimisation; optimal stopping problems; valuation of investment decisions and investments in real options; derivative pricing in incomplete markets and weather derivatives.
Summary: 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, University of London. During the years 1995-2000 he was a lecturer in the Department of Statistics, University of Newcastle. During the years 2000-2006, he was Lecturer and then Reader in Financial Mathematics in the Department of Mathematics at King's College London.
The Mathematics Department's research mission is to conduct outstanding research in Mathematics within the context of a university of the social sciences. The Department is well known for its research excellence within its areas of specialisation. In particular, it enjoys an international reputation in discrete mathematics and mathematical game theory. The Department is currently building a group in mathematical finance.
Publications:
For a full list of publications visit http://www.maths.lse.ac.uk/Personal/mihail/publications/
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