University Road
Leicester, LE1 7RG
United Kingdom
University of Leicester - Department of Mathematics
Asian Options, Stochastic Convenience Yield, Jump Diffusion, Derivatives
EU Referendum; Brexit; Turnout; Higher Education; Income; Birth of Country; Unemployment; Age; Sex; Social Grades; Multivariate Regression; Logit Model; Heat Maps; Campaign; Odds ratio
Lifecycles, consumption and investment, mortality risk, martingale method
Malliavin calculus, Monte Carlo simulation, Stochastic volatility models, Calibration, Gradient methods, Value at risk
Pension fund, inflation, optimal portfolio, Martingale method
Index bond, real wealth, optimization and portfolio choices
Consumption, Labor Supply, Portfolio, Euler equation, Martingale
Pension mathematics, inflation, long-term investment