Sergey Shahverdyan

 Sergey Shahverdyan

Sergey Shahverdyan

MSc

eMail: Contact Form

Phone Number(s):

Reception/Secretary: +44 1865 273525

Office: DH51

Preferred Address:

Lincoln College, Turl Street
Oxford, OX1 3DR, 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 have a Masters degree in Mathematical and Computational Finance from University of Oxford. I also have a BS(Applied Mathematics) from Yerevan State University, Armenia.

My supervisor is Dr Raphael Hauser and I am working on optimisation methods in Operational Risk management, optimisation problems over measure spaces.

Teaching: 

TA: Integer Programming, MT 2009,2010

TA: MScMCF, Practical Stochastic Calculus/Asset Pricing MT 2009, 2010

TA: MScMCF, Fixed Income Markets HT 2011