Thaleia Zariphopoulou: Stochastic partial differential equations and portfolio choice

(University of Oxford, UK)

• Date:
  Wednesday, April 28th 2010, 4:15 p.m.
• Location:
  Felix Klein Hörsaal, Mathematisches Institut, Johannisgasse 26, 04103 Leipzig
• Abstract:
  Professor Thaleia Zariphopoulou is an outstanding researcher in the area of financial mathematics, specialised in quantitative finance, portfolio management and stochastic optimisation. Last year she became the first holder of the Man Professorship of Quantitative Finance at the University of Oxford. She sits on the editorial board of five academic journals in financial mathematics and quantitative finance.

• Top-Level Research Area Mathematical Sciences of the University Leipzig
• Max-Planck-Institut für Mathematik in den Naturwissenschaften