NWM 2018       Conference & Research School


  • Dr. Miryana Grigorova, (Bielefeld University, Germany)
    Title: Optimal Stopping with Financial Applications

    Dr. Grigorova is a Research Associate at Bielefeld University. She will join the School of Mathematics of University of Leeds (UK) as a Lecturer in Financial Mathematics from September 2018. Her recent research focuses on topics in stochastic control, optimal stopping, game theory, risk measurement, and their applications to finance.

  • Dr. Dennis Ikpe, (University of South Africa, and Michigan State University, USA)
    Title: On the Convergence of Computational Methods in Insurance and Finance

    Dr. Ikpe is a senior lecturer at the University of South Africa. He is currently a visiting assistant professor at the Department of Probability and Statistics, Michigan State University, USA. He is the founding director of Maths Edge, a flagship project of the University of South Africa aimed at demystifying and creating awareness on the real-life applications of Mathematics to young African students." His research interests are Optimal control, insurance Mathematics, Incomplete Market Methods, and Arbitrage Theory.

  • Dr. Olivier Menoukeu Pamen, (University of Liverpool, United Kingdom, and AIMS-Ghana)
    Title: Stochastic optimal control and its applications

    Dr. Pamen is a Reader in Mathematical Sciences at the Institute for Financial and Actuarial Mathematics University of Liverpool. He was recently appointed as the German Research Chair in “Mathematics and its Applications” at the African Institute for Mathematical Sciences (AIMS), Ghana. His research interests lies in stochastic analysis, stochastic optimal control theory and their applications to finance, existence and uniqueness of solutions of stochastic differential equations via Malliavin calculus approach.

  • Dr. Tolulope Fadina, (University of Freiburg, Germany)
    Title: Robust Finance

    Tolulope Fadina is a Research Associate at the Institute of Mathematical Stochastics University of Freiburg. She was recently awarded the Carl-Zeiss Stiftung Grant. Her recent research focuses on topics in term structure model, Knightian Uncertainty, nonstandard analysis, Fundamental Theorems of Asset Pricing.

  • Mr Chiheb Ben Hammouda, (King Abdullah University of Science and Technology Saudi Arabia)
    Title: Numerical Methods in Computational Finance

    Mr Ben Hammouda is a Ph.D fellow at KAUST, Saudi Arabia. He is currently working on Design of new numerical methods for option pricing, based on multi-index stochastic collocation and deep learning techniques. He is a member of Society for Industrial and Applied Mathematics. His research interest focuses on numerical methods in computational finance, deep learning techniques, and option pricing.

  • Dr S. O. Edeki, (Department of Mathematics, Covenant University, Canaanland, Ota, NIGERIA)
    Title: Fractional Calculus And Its Applications In Option Pricing Settings

    Dr. S. O. Edeki currently works as a lecturer and researcher at the Department of Mathematics, Covenant University Ota Ogun State, Nigeria. His area of interest includes: Stochastic Analysis and its applications to finance (Mathematics of finance), fractional calculus, Probability theory, Numerical Solutions of (Stochastic) Differential Equations, and Dynamical Systems. His current project is on 'Improved Black-Scholes Option Pricing Model'