Department of Mathematical SciencesEvents People Colloquia and Seminars Conferences Centers Positions Areas of Research About the Department
Dmitry Kramkov, Mellon College of Science Professor of Mathematical Finance
Ph.D., Steklov Mathematical Institute
Office: Wean Hall 6126
Personal web site
Research:The main area of research is Computational Finance. Topics of interest include pricing of financial derivatives, optimal investment, numerical and software implementations of financial algorithms.