Mihail Zervos

Last updated
Mihail Zervos
NationalityGreek
Alma mater Imperial College London, UK
National Technical University of Athens, Greece
Scientific career
Fields Mathematical Finance, Optimal Stopping
Institutions London 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.

Contents

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.

Related Research Articles

Norman Lloyd Johnson was a professor of statistics and author or editor of several standard reference works in statistics and probability theory.

Henry Keith Moffatt, FRS FRSE is a British mathematician with research interests in the field of fluid dynamics, particularly magnetohydrodynamics and the theory of turbulence. He was Professor of Mathematical Physics at the University of Cambridge from 1980 to 2002.

John Halstead Hardman Moore CBE FBA FRSE is an economic theorist. He was appointed George Watson's and Daniel Stewart's Chair of Political Economy at the University of Edinburgh School of Economics in 2000. In 2018 he was appointed the David Hume University Professor at the University of Edinburgh. Previously, in 1983, he was appointed to the London School of Economics, where in 1990 he became Professor of Economic Theory, a position he still holds.

Damiano Brigo is a mathematician known for research in mathematical finance, filtering theory, stochastic analysis with differential geometry, probability theory and statistics, authoring more than 130 research publications and three monographs. From 2012 he serves as full professor with a chair in mathematical finance at the Department of Mathematics of Imperial College London, where he headed the Mathematical Finance group in 2012–2019. He is also a well known quantitative finance researcher, manager and advisor in the industry. His research has been cited and published also in mainstream industry publications, including Risk Magazine, where he has been the most cited author in the twenty years 1998–2017. He is often requested as a plenary or invited speaker both at academic and industry international events. Brigo's research has also been used in court as support for legal proceedings.

Arakaparampil Mathai "Arak" Mathai is an Indian mathematician who has worked in Statistics, Applied Analysis, Applications of special functions and Astrophysics. Mathai established the Centre for Mathematical Sciences, Palai, Kerala, India.

<span class="mw-page-title-main">Applied mathematics</span> Application of mathematical methods to other fields

Applied mathematics is the application of mathematical methods by different fields such as physics, engineering, medicine, biology, finance, business, computer science, and industry. Thus, applied mathematics is a combination of mathematical science and specialized knowledge. The term "applied mathematics" also describes the professional specialty in which mathematicians work on practical problems by formulating and studying mathematical models.

Henry Philip Wynn is a British statistician who has been a President of the Royal Statistical Society.

Jianqing Fan is a statistician, financial econometrician, and data scientist. He is currently the Frederick L. Moore '18 Professor of Finance, Professor of Operations Research and Financial Engineering, Professor of Statistics and Machine Learning, and a former Chairman of Department of Operations Research and Financial Engineering (2012–2015) and a former director of Committee of Statistical Studies (2005–2017) at Princeton University, where he directs both statistics lab and financial econometrics lab since 2008.

Sun Yeneng is Goh Keng Swee Professor of Economics and Professor of Mathematics at the National University of Singapore (NUS). Sun received his B.S. from University of Science and Technology of China in 1983 and his M.S. and Ph.D from University of Illinois at Urbana-Champaign respectively in 1985 and 1989. He joined NUS as a lecturer at the Department of Mathematics in 1989 and was promoted to professor in 2002. He was Raffles Professor of Social Sciences at the Department of Economics in NUS from 2009 to 2015.

Mark Herbert Ainsworth Davis was Professor of Mathematics at Imperial College London. He made fundamental contributions to the theory of stochastic processes, stochastic control and mathematical finance.

Robert Fernholz is a mathematician and financial researcher specializing in mathematics of finance. He founded INTECH, an institutional equity management firm, in 1987 where he was its chief investment officer. He is also the President of Allocation Strategies, LLC, a company that he founded in 2012.

<span class="mw-page-title-main">Gérard Ben Arous</span> French mathematician

Gérard Ben Arous is a French mathematician, specializing in stochastic analysis and its applications to mathematical physics. He served as the director of the Courant Institute of Mathematical Sciences at New York University from 2011 to 2016.

David Clay Heath was an American probabilist known for co-inventing the Heath–Jarrow–Morton framework to model the evolution of the interest rate curve.

<span class="mw-page-title-main">Thomas G. Kurtz</span> American mathematician

Thomas G. Kurtz is an American emeritus professor of Mathematics and Statistics at University of Wisconsin-Madison known for his research contributions to many areas of probability theory and stochastic processes. In particular, Kurtz’s research focuses on convergence, approximation and representation of several important classes of Markov processes. His findings appear in scientific disciplines such as systems biology, population genetics, telecommunications networks and mathematical finance.

<span class="mw-page-title-main">Victor Panaretos</span>

Victor Michael Panaretos is a Greek mathematical statistician. He is currently Professor and Director at the Institute of Mathematics of the École Polytechnique Fédérale de Lausanne (EPFL), where he holds the chair of Mathematical Statistics.

Luitgard Anna Maria Veraart is a German applied mathematician specialising in mathematical finance, and particularly in assessing, modeling, and managing the risks associated with financial networks. She is a professor of mathematics at the London School of Economics.

Qi-Man Shao is a Chinese probabilist and statistician mostly known for his contributions to asymptotic theory in probability and statistics. He is currently a Chair Professor of Statistics and Data Science at the Southern University of Science and Technology.

References