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

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

Numerical methods

Portfolio analysis, risk measures, decision-making under uncertainty, asset pricing.

Evolutionary game theory, econophysics.

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

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

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

Econophysics.

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

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.