Chair of Mathematics

Economic theory is often presented in terms of mathematical models. Mathematical methods such as differential and integral calculus, linear algebra, differential equations, convex optimization, probability theory, control theory, stochastic calculus, stochastic control, etc., are widely applied in economics and finance and contribute to the development of a theoretical foundation for advancing modern economics and finance.

Hence, mathematics proves beneficial to economists in two ways: it allows them to formulate a rigorous framework for understanding the links between economic variables and helps to derive testable implications.

Research interests

• Asset Pricing and Portfolio Selection
• Decision Theory
• Game Theory
• Household Finance and Pension Finance
• Risk Theory
• Theoretical Foundation for Behavioural Finance

Teaching
Mathematics and mathematical methods for economics at all levels (Assessment, Bachelor, Master and Doctorate).