I am currently an Assistant Professor in Financial Mathematics at North Carolina State University.
My research focuses on mathematical/quantitative finance, applying option pricing methods to various financial problems such as investment under uncertainty, energy finance, pricing of derivative securities and mortgage contracts, dynamic capital structure and credit risk, asset pricing. My recent work examines the investment in, and the valuation of, power generation projects such as green energy or fossil fuels.
Previously, I was a Senior Lecturer in Finance at the MIT Sloan School of Management and Postdoctoral Associate at Boston University Questrom School of Business. At MIT Sloan, I taught 15.433 Financial Markets and 14.437 Options and Futures.
BSc and MSc, Probability, Lomonosov Moscow State University (2011)
PhD, Mathematical Finance, University of Manchester (2014)