Sergey Shahverdyan
Sergey ShahverdyanMSc
eMail: Contact Form Phone Number(s):
Reception/Secretary: +44 1865 273525 Office: DH51 Preferred Address:
Lincoln College, Turl Street
Mathematical Institute |
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 |
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