My CV, research statement, and papers can be found here: CV , Research Statement, and papers.
Slava Kargin
Office: D2.02Email: v.kargin(at)statslab(dot)cam(dot)ac(dot)uk
I am a Temporary Lecturer at the Statistical Laboratory of the University of Cambridge. My current research is in the field of probability theory, in particular I am interested in Random Matrices, Quantum Walks, Markov Chains, and Free Probability. In the past, I did some research in Math Finance, Game Theory, and Statistics.
I got my Ph.D. in math under supervision of Professor Gerard Ben Arous at the Courant Institute of NYU. Before that, I studied math at the Math Department of Moscow State University, and economics at the New Economic School (Moscow), and the Econ Department of BU where I got a Ph.D. in Economics. I have also worked outside of academia for an economic consulting firm Cornerstone Research.
Courses:
SFM (Stochastic Financial Models). RMT (Random Matrix Theory).