Mihail Zervos is a Greek financial mathematician. He is

Professor Professor (commonly abbreviated as Prof.) is an Academy, academic rank at university, universities and other post-secondary education and research institutions in most countries. Literally, ''professor'' derives from Latin as a "person who pr ...

of Financial Mathematics at the

London School of Economics , mottoeng = To understand the causes of things , established = , type = Public research university , endowment = £240.8 million (2021) , budget = £391.1 millio ...

Curriculum

Zervos received his MSc and PhD degrees from

Imperial College Imperial College London (legally Imperial College of Science, Technology and Medicine) is a public research university in London, United Kingdom. Its history began with Prince Albert, consort of Queen Victoria, who developed his vision for a cu ...

London in 1995. After completing his PhD, he was a lecturer at the Department of Statistics, University of Newcastle, where he stayed until 2000. He then joined

King's College London King's College London (informally King's or KCL) is a public research university located in London, England. King's was established by royal charter in 1829 under the patronage of King George IV and the Duke of Wellington. In 1836, King's ...

, initially as a lecturer and then as a reader in the Department of Mathematics. In 2006 he was appointed to the Chair in Financial Mathematics at the London School of Economics where he was tasked with founding a new Research Group in Financial Mathematics within the Departement of Mathematics.

References

* D. Brody, J. Syroka and M. Zervos: "Dynamical pricing of weather derivatives". ''Quantitative Finance'' 2 (2002), 189–198. * K. Duckworth, M. Zervos: "A model for investment decisions with switching costs", ''

Annals of Applied Probability '' The Annals of Applied Probability'' is a leading peer-reviewed mathematics journal published by the Institute of Mathematical Statistics, which is the main international society for researchers in probability and statistics. The journal was es ...

'', vol.11, 1, 2001, pp. 239–260 * Davis, M. H. A. and Zervos, M. (1994) "A problem of singular stochastic control with discretionary stopping". ''Annals of Applied Probability 4, 226–240.

External links

Professor Zervos

Appointment of New Chair in Financial Maths (September 2006)
{{DEFAULTSORT:Zervos, Mihail Academics of the London School of Economics Greek mathematicians Greek engineers National Technical University of Athens alumni Living people Greek emigrants to the United Kingdom Academics of King's College London Year of birth missing (living people)