Research staff |
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Jacek Jakubowski (head) | office 5380 |
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Term structure models, bond markets, futures markets, measuring and management of risk, pricing of financial derivatives, credit risk. |
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Piotr Jaworski | office 5230 |
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Statistical and probabilistic methods in mathematical finance, theory of copulas, risk theory, portfolio analysis. |
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Piotr Kowalczyk | office 5240 |
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Numerical methods |
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Karol Krzyżewski | |
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Portfolio analysis, risk measures, decision-making under uncertainty, asset pricing. |
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Jacek Miękisz | office 4690 |
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Evolutionary game theory, econophysics. |
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Wojciech Niemiro | office 4410 |
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Probabilistic and statistical models in insurance: Models of reinsurance, optimal reinsurance contracts, methods of computing the probability of ruin, Bayesian models of credibility theory. |
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Andrzej Palczewski | office 4670 |
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Interest rate modelling, dynamic portfolio theory of interest rate products, portfolio analysis, stochastic optimal control theory. |
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Leszek Plaskota | office 4710 |
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Computational mathematics and numerical analysis, construction of efficient numerical algorithms for high dimensional problems with applications in finance. |
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Tadeusz Płatkowski | office 4440 |
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Econophysics. |
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Tomasz Tkaliński | office 5370 |
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Discrete time financial market models, arbitrage pricing, hedging of financial derivatives, risk measure theory. |
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Agnieszka Wiszniewska-Matyszkiel | office 4430 |
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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. |
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