Contacting Members

Vladimir Cherny

Vladimir Cherny

Vladimir Cherny

eMail: Vladimir [dot] Cherny [-at-] maths [dot] ox [dot] ac [dot] uk
Contact Form

CV: CV.pdf

Phone Number(s):

Reception/Secretary: +44 1865 273525
Direct: +44 1865 280613

Office: DH39

Preferred Address:

cherny@maths.ox.ac.uk

Departmental Address:

Mathematical Institute
24-29 St Giles'
Oxford
OX1 3LB
England

Research Interests: 

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.

Major/Recent Publications: 

with Dr. Jan Obloj  "Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model",  2011, Preprint

Teaching: 

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) 

Tutor for

MSc MCF Financial Derivatives II (HT'12)
Last updated by on Fri, 27/01/2012 - 2:14am.
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