Research staff 

Jacek Jakubowski (head)  office 5380 
 

Term structure models, bond markets, futures markets, measuring and management of risk, pricing of financial derivatives, credit risk. 

Piotr Jaworski  office 5230 
 

Statistical and probabilistic methods in mathematical finance, theory of copulas, risk theory, portfolio analysis. 

Piotr Kowalczyk  office 5240 
 

Numerical methods 

Karol Krzyżewski  
 

Portfolio analysis, risk measures, decisionmaking under uncertainty, asset pricing. 

Jacek Miękisz  office 4690 
 

Evolutionary game theory, econophysics. 

Wojciech Niemiro  office 4410 
 

Probabilistic and statistical models in insurance: Models of reinsurance, optimal reinsurance contracts, methods of computing the probability of ruin, Bayesian models of credibility theory. 

Andrzej Palczewski  office 4670 



Interest rate modelling, dynamic portfolio theory of interest rate products, portfolio analysis, stochastic optimal control theory. 

Leszek Plaskota  office 4710 
 

Computational mathematics and numerical analysis, construction of efficient numerical algorithms for high dimensional problems with applications in finance. 

Tadeusz Płatkowski  office 4440 
 

Econophysics. 

 
 



Tomasz Tkaliński  office 5370 
 

Discrete time financial market models, arbitrage pricing, hedging of financial derivatives, risk measure theory. 

Agnieszka WiszniewskaMatyszkiel  office 4430 
 

Games with a continuum of players and their applications in ecosystems, simplified economies and models of financial market, existence and properties of Nash equilibria in such games,mathematical economics. 
