Vladimir [dot] Cherny [-at-] maths [dot] ox [dot] ac [dot] uk
CV: CV.pdfPhone Number(s):
Reception/Secretary: +44 1865 273525
Office: DH39Preferred Address:
I am a third year DPhil student at the Mathematical and Computational Finance Group. I hold a Specialist Diploma in Mathematics (Moscow State University). I am working under the supervision of Dr. Jan Obloj.
I am currently working on portfolio optimization problems with pathwise constraints.
with Dr. Jan Obloj "Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model", 2011, Preprint
Teaching Assistant for
B10b Mathematical Models of Financial Derivatives (HT'10, HT'11)
MSc MCF Financial Derivatives II (HT'10, HT'11)
B4a Banach Spaces (MT'09)
MSc MCF Financial Derivatives II (HT'12)
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