Stochastic analysis, applied probability, limit theorems for stochastic processes and their numerical implementations, Lévy processes, forward-backward stochastic differential equations with jumps, model uncertainty problems in mathematical finance.

Education:

Ph.D. in Mathematics, Department of Mathematics, Technische Universität Berlin, Germany

M.Sc. in Mathematical Modelling in Modern Technologies and Financial Engineering, School of Applied Mathematical and Physical Sciences, National Technical University of Athens

B.Sc. in Applied Mathematics, School of Applied Mathematical and Physical Sciences, National Technical University of Athens