My recent Ph.D. students:

• dr Agnieszka Szymańska - Liability hedging for the risk of interest-rate fluctuations: semi-deterministic and stochastic approach, Warsaw School of Economics 2007.
• dr Mariusz Baryło - Stochastic particle systems, University of Warsaw 2009.
• mgr Michał Legumina.

Master and bachelor thesis writen in last years under my supervision:

• Chaos propagation in particle systems.
• Analysis of market volatility in the Levy model.
• Calibration of the BGM model.
• Minimizing shortfall risk in portfolio optimization.
• Optimization in bond portfolio.
• On valuation of certain mortgage options.
• On certain stochastic term structure models.
• Credit risk models.
• Calibration of the HJM model to Polish bond market.
• On Levy models of financial markets.
• Random walk as a method of construction of a harmonic function in a convex compact set with a smooth boundary.