Academic Staff

 

Dr Athanasios A. Pantelous

Dr Athanasios A. Pantelous is the director of IFAM and a Reader of Statistics and Probability Theory in the Department of Mathematical Sciences. His research interests are:

  • Control Theory (Stochastic and Deterministic)
  • (Numerical) Linear Algebra (Matrix Pencil Theory)
  • Actuarial & Financial Mathematics
See also personal website.
 

Dr Hirbod Assa

Dr Hirbod Assa is a lecturer in the Department of Mathematical Sciences. His research interests are:

  • Mathematical finance
  • Hedging and Pricing
  • Actuarial mathematics
  • Agricultural economics and finance
See also personal website.
 

Prof Nick Bingham

Professor Nick Bingham is a research fellow in the Department of Mathematical Sciences and a Professor of mathematics at Imperial College London. His research interests are:

  • Topological regular variation
  • Stationary processes and prediction theory
  • Levy and other models in mathematical finance

See also personal website.

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Dr Carmen Boado-Penas

Dr Carmen Boado-Penas is a lecturer in the Department of Mathematical Sciences. Her research interests are:

  • Pay-As-You-Go pension finance. In particular: Notional Defined Contribution Accounts (NDC’s), Actuarial Balance and Automatic Balance Mechanisms
  • Long-Term Care Expenditure
  • Mortality Modelling

See also personal website.

Dr Corina Constantinescu

Dr Corina Constantinescu is a lecturer in the Department of Mathematical Sciences. Her research interests are:

  • Actuarial Mathematics
  • Risk theory
  • Risk Analysis, Ruin and Extremes (RARE)
See also personal website.

Dr Bujar Gashi

Dr Bujar Gashi is a lecturer in the Department of Mathematical Sciences. His research interests are:

  • Control theory and its application. In particular: stochastic control, robust control, stochastic controllability, and descriptor stochastic differential equations
  • Optimal investment and consumption, interest rate modelling, and fixed-income derivatives
See also personal website.

Dr Olivier Menoukeu Pamen

Dr Olivier Menoukeu Pamen is a lecturer in the Department of Mathematical Sciences. His research interests are:

  • (Backward) Stochastic differential equations (SDE)
  • Malliavin calculus and applications to SDE and mathematical finance
  • Stochastic control theory and application to mathematical finance

See also personal website.

Dr Apostolos Papaioannou

Dr Apostolos Papaioannou is a lecturer in the Department of Mathematical Sciences. His research interests are:

  • Ruin probabilities in dependent risk models
  • Catastrophe bonds
  • Actuarial modelling
See also peronal website

Dr David Siska

Dr David Siska is a lecturer in the Department of Mathematical Sciences. His research interests are:

  • Numerical approximations for stochastic and deterministic nonlinear evolution equations
  • Numerical approximations for the nonlinear partial differential equations arising in stochastic control theory
  • Interest rate derivatives and term structure models
See also personal website.