Misplaced Pages

Mihail Zervos

Article snapshot taken from Wikipedia with creative commons attribution-sharealike license. Give it a read and then ask your questions in the chat. We can research this topic together.
Greek financial mathematician
Mihail Zervos
NationalityGreek
Alma materImperial College London, UK
National Technical University of Athens, Greece
Scientific career
FieldsMathematical Finance, Optimal Stopping
InstitutionsLondon School of Economics, UK
Academic advisorsMark Davis

Mihail Zervos is a Greek financial mathematician. He is Professor of Financial Mathematics at the London School of Economics.

Curriculum

Zervos received his MSc and PhD degrees from Imperial College London in 1995. After completing his PhD, he was a lecturer at the Department of Statistics, University of Newcastle, where he stayed until 2000. He then joined King's College London, initially as a lecturer and then as a reader in the Department of Mathematics. In 2006 he was appointed to the Chair in Financial Mathematics at the London School of Economics where he was tasked with founding a new Research Group in Financial Mathematics within the Departement of Mathematics.

References

  • D. Brody, J. Syroka and M. Zervos: "Dynamical pricing of weather derivatives". Quantitative Finance 2 (2002), 189–198.
  • K. Duckworth, M. Zervos: "A model for investment decisions with switching costs", Annals of Applied Probability, vol.11, 1, 2001, pp. 239–260
  • Davis, M. H. A. and Zervos, M. (1994) "A problem of singular stochastic control with discretionary stopping". Annals of Applied Probability 4, 226–240.

External links

Categories: