prof. dr hab. Jacek Jakubowski

Affiliation

profesor, Section of Probability Theory

Mail

J.Jakubowski@mimuw.edu.pl

Phone

55-44-538

Room

5380

Other information

Employee's page on USOSweb

Office hours (availability for students)

Czwartek 10:30 - 12:00 sala 5380

Terminy konsultacji obowiązują w czasie trwania zajęć dydaktycznych.

Publications

• Publications list (67)

Fields of research

• Financial Mathematics
  Applications of stochastic analysis in financial mathematics, term structure models, bond markets, futures markets, measuring and management of risk, pricing of financial derivatives
• Probability and Stochastic Analysis
  Stochastic analysis; applications to financial mathematics

Grants

• Some aspects of pricing and hedging of contingent claims in discrete time financial market model
  Financed by: National Science Center
• Risk modelling in finance
  Financed by: Ministry of Science and Higher Education