Roxana Dumitrescu


Roxana Dumitrescu

I am a Senior Lecturer (Associate Professor) in the Mathematics Department at King's College London. Since September 2019, I am the Programme Director of the Msc in Financial Mathematics.

Between 2015 and 2016, I was a Postdoc researcher in the Department of Mathematics at Humboldt University (Berlin, Germany) and a member of the Research Training Group 1845 "Stochastic Analysis with Applications in Biology, Finance and Physics" of Berlin.

I defended my PhD in Mathematics at University Paris Dauphine (France), the 28th of September 2015 (Advisor: Prof. Bruno BOUCHARD, Co-advisor: Prof. Romuald ELIE).

Research interests: Financial Mathematics, Stochastic Control, Stochastic Differential Games, Mean-field Games, Backward Stochastic Differential Equations, Energy Markets, Machine Learning.

See my CV.

Contact: Adresse e-mail