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Cristin Buescu

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
    Financial Mathematics

    King’s College has a large and thriving Financial Mathematics group, with an international reputation for research excellence. 

      Research

      FEATURE Finance
      Financial Mathematics

      King’s College has a large and thriving Financial Mathematics group, with an international reputation for research excellence.