ÐÓ°ÉÂÛ̳

Dr Albina Danilova

Dr Albina Danilova

Associate Professor

Department of Mathematics

Room No
COL.4.09
Office Hours
See office hours page on this site
Connect with me

Languages
English, Russian
Key Expertise
asymmetric information, derivative pricing, stochastic calculus

About me

I joined the Department of Mathematics at ÐÓ°ÉÂÛ̳ in 2009, and I am currently an Associate Professor and the Programme Director for the MSc Financial Mathematics programme (AT). I am also the EDI Officer for the Department of Mathematics. I was awarded a Ph.D. by the Department of Operations Research and Financial Engineering at Princeton University. Before joining the ÐÓ°ÉÂÛ̳ Department of Mathematics in 2009, I held a postdoctorate position at the Department of Mathematics at Carnegie Mellon University and Nomura Junior Research Fellowship at the Mathematical Institute, University of Oxford. My research interests span asymmetric information, derivative pricing, stochastic calculus, insider trading, stochastic control, and equilibrium theory. 

Expertise Details

asymmetric information; derivative pricing; stochastic calculus; insider trading; stochastic control; equilibrium theory

My research

Article

Author(s) Albina Danilova

Article

Author(s) Albina Danilova

Article

Author(s) Albina Danilova

Report and Working Papers

Author(s) Albina Danilova