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 Jaworskioffice 5230

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

Piotr Kowalczykoffice 5240

Numerical methods

Karol Krzyżewski

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

Jacek Miękisz office 4690

Evolutionary game theory, econophysics.

Wojciech Niemirooffice 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 Plaskotaoffice 4710

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

Tadeusz Płatkowskioffice 4440


Tomasz Tkalińskioffice 5370

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

Agnieszka Wiszniewska-Matyszkieloffice 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.

PhD students