![Cristin Buescu](/newimages/person-profile/2022a/kclhdshots-2202-10-04-0173.xbc02b8ed.jpg?w=810&h=540&crop=540,540,135,0&f=webp)
Dr Cristin Buescu
Senior Lecturer in Financial Mathematics
Research interests
- Mathematics
Biography
Cristin Buescu joined the Financial Mathematics research group in the Department of Mathematics, King's College London, as a Lecturer after post-doctoral studies at University of Missouri. He has held visiting appointments at Imperial, LSE and University of Sydney.
Research interests
- Counterparty credit risk (XVAs)
- Portfolio management with "friction factors" (taxes and transaction costs)
- Utility maximisation
- Optimal stopping and stochastic control problems
- Numerical methods for free-boundary problems.
Further information
Research
![FEATURE Finance](/newimages/nmes/feature-images-800x430/FEATURE-Finance.x6c71ff92.jpg?w=819&h=440&crop=780,440,20,0&width=380&height=215&fit=crop&f=webp)
Financial Mathematics
King’s College has a large and thriving Financial Mathematics group, with an international reputation for research excellence.
Research
![FEATURE Finance](/newimages/nmes/feature-images-800x430/FEATURE-Finance.x6c71ff92.jpg?w=819&h=440&crop=780,440,20,0&width=380&height=215&fit=crop&f=webp)
Financial Mathematics
King’s College has a large and thriving Financial Mathematics group, with an international reputation for research excellence.