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Professor Mihail Zervos is a Greek financial mathematician. He is currently Professor of Financial Mathematics at the London School of Economics.
Curriculum
Zervos received his MSc and PhD degrees from Imperial College 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, 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, 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
Prof Mihail Zervos on ATACD
Appointment of New Chair in Financial Maths (September 2006)
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