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Dr Anna Ananova

PhD
Status
Academic Faculty

Departmental Lecturer

Contact form
+44 1865 615138
Research groups
  • Mathematical and Computational Finance

Address
Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG

Recent publications
Pathwise integration with respect to paths of finite quadratic variation
Ananova, A Cont, R JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES volume 107 issue 6 737-757 (29 Oct 2016) http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000402943700003&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=4fd6f7d59a501f9b8bac2be37914c43e
Rough differential equations with path-dependent coefficients
Ananova, A
Excursion Risk
Ananova, A Cont, R Xu, R
Research interests

Pathwise Integration, Functional Ito Calculus, and Rough Path Theory

Stochastic Analysis, Probability Theory and Mathematical modelling in Finance

Mathematical foundations of Deep Learning

Teaching

Introduction to Partial Differential Equations, Introduction to Probability, Financial Derivatives

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