Dr Elena Boguslavskaya
Lecturer in Maths
Tower A 023
- Email: firstname.lastname@example.org
- Tel: +44 (0)1895 265251
Optimal stopping, optimal control of stochastic processes, Martingale methods, the use of algebraic structures and operator calculus in probability, combinatorial methods,Random walks, Brownian motion, Levy processes, self-similar processes, stochastic processes with memory.
Financial mathematics, statistical arbitrage, algorithmic trading, derivatives pricing.
Research grants and projects
- Daphne Jackson Fellowship Funded by ESPRC (2014-2015)
- City University Research Fellowship (2006--2007)
- IBIS Graduate Fellowship (2000 -- 2002)