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 Profile and Publications
• Personal Website