Sergei KucherenkoSenior Research Fellow at Imperial CollegeSpeaker
Profile
Sergei Kucherenko received his MSc degree and PhD in Applied Mathematical Physics from the Moscow Engineering Physics Institute (Russia). He has held research and faculty positions at universities and research institutions in Russia, the United States, the United Kingdom, and Italy, and has also worked in investment banking.
Currently, he is a Senior Research Fellow at Imperial College London, UK. In addition to his academic role, he provides consultancy services to investment banks and financial companies through BRODA Ltd. in the areas of Monte Carlo and Quasi-Monte Carlo simulation and quantitative finance applications.
Agenda Sessions
R Function regularization of discontinuous financial payoffs
, 13:35View Session
