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Dr Camilo Garcia Trillos
712
Department of Mathematics
25 Gordon Street
London
WC1H 0AY
Appointment
  • Lecturer in Financial Mathematics
  • Dept of Mathematics
  • Faculty of Maths & Physical Sciences
Biography

Education

PhD in Mathematics (Dec. 2013): “ Probabilistic numerical methods: multi-scale and mean-field problems”.  Laboratoire J.A. Dieudonné, Université Nice Sophia Antipolis. Thesis supervised by François Delarue.

Research Summary

Research topics

Numerical methods, stochastic analysis, financial mathematics.

Keywords

Numerical methods; multi-scale systems, strongly oscillating systems, McKean Vlasov equations, BSDEs, cubature, recombination, risk measures.
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