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
Financial Mathematics
King’s College has a large and thriving Financial Mathematics group, with an international reputation for research excellence.
News
King's financial mathematicians a hot commodity with Santander
Students from the Financial Mathematics MSc joined forces with mentors from Santander to tackle some of the bank’s trickiest problems.
Research
Financial Mathematics
King’s College has a large and thriving Financial Mathematics group, with an international reputation for research excellence.
News
King's financial mathematicians a hot commodity with Santander
Students from the Financial Mathematics MSc joined forces with mentors from Santander to tackle some of the bank’s trickiest problems.