prof. dr hab. Andrzej Palczewski

Mail

A.Palczewski@mimuw.edu.pl

Phone

55-44-467

Room

4670

Website

http://www.mimuw.edu.pl/~apalczew

Office hours (availability for students)

Piątek 10:00-11:00

Podane terminy konsultacji obowiązują w czasie trwania zajęć dydaktycznych

Fields of research

• Financial Mathematics
  Interest rate modelling, dynamic portfolio theory of interest rate products, stochastic optimal control theory
• Mathematical Physics and Applied Analysis
  

Grants

• Modern asset management for non-Gaussian distributions
  Financed by: National Science Center
• Asymptotic analysis of kinetic systems
  Financed by: State Committee for Scientific Research