Dr Neofytos Rodosthenous
Senior Lecturer Financial Mathematics
Email: n.rodosthenous@qmul.ac.ukTelephone: +44 (0)20 7882 5477Room Number: Mathematical Sciences Building, Room: MB-325Website: http://www.neofytos-rodosthenous.com/Office Hours: Wednesday 11:30-12:30 (During teaching term)
Profile
Dr Rodosthenous' research interests in financial mathematics are mainly driven by problems of stochastic analysis, stochastic control and optimisation, optimal stopping and free-boundary problems, stochastic games, sequential testing and change-point detections (disorder problems). He has published extensively on these topics.