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Statistical Laboratory |
University of Cambridge > Mathematics > Statistical Laboratory > People > Mike Tehranchi
Mike Tehranchi
Affiliations
Lecturer, Statistical Laboratory, Department of Pure Mathematics and Mathematical Statistics
Fellow and Director of Studies, Trinity College
Member, Cambridge
Centre for Financial Research.
Activities
Editorial board, Springer Undergraduate Mathematics Series
Editorial board, SIAM Journal on Financial Mathematics
Teaching
Michaelmas 2012 - Part III Advanced Financial Models.
Lent 2013 - Part III Stochastic Calculus.
* Advice for PhD applicants in financial mathematics in Cambridge.
Prof Weber's
advice for Part III essays.
Research
Stochastic analysis and financial mathematics. Interest rate and implied volatility models. Utility maximization problems. Stochastic evolution equations in infinite dimensions.
Papers to download.
(with René Carmona)
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective.
Springer Finance (2006)