Nikolaos Constantinou
I am a second-year PhD (third-year CDT) student and my main research area of interest is Mathematical Finance. More specifically, my research focuses on expected utility maximisation and equilibrium asset pricing problems, and is supervised by Dr Martin HerdegenLink opens in a new window. Prior to my PhD, I have completed my integrated masters degree BSc MMORSE at the University of Warwick with fourth-year project titled 'Option pricing and hedging with execution costs and market impact', again under the supervision of Dr Martin HerdegenLink opens in a new window.
Conference talks
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Equilibria in incomplete markets — an FBSDE approach, 16th Bachelier ColloquiumLink opens in a new window, MeĢtabief (France), Jan 2024.
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Equilibria in incomplete markets — an FBSDE approach (poster), CFM-Imperial WorkshopLink opens in a new window, London, Dec 2023.
Research seminar talks
- Equilibria in incomplete markets — an FBSDE approach, Young Researchers' Meeting (YRM)Link opens in a new window, University of Warwick, Jan 2024.
Teaching
2023/24
- Term 1: ST339 Introduction to Mathematical FinanceLink opens in a new window & ST908 Stochastic Calculus for FinanceLink opens in a new window.
- Term 2: ST318 Probability TheoryLink opens in a new window.
2022/23
- Term 1: ST342 Mathematics of Random EventsLink opens in a new window & ST908 Stochastic Calculus for FinanceLink opens in a new window.
- Term 2: ST202 Stochastic ProcessesLink opens in a new window & ST403 Brownian MotionLink opens in a new window.
2021/22
- Term 1: ST908 Stochastic Calculus for FinanceLink opens in a new window.
- Term 2: ST111 Probability (Part A)Link opens in a new window, ST112 Probability (Part B)Link opens in a new window & ST202 Stochastic ProcessesLink opens in a new window.
2020/21
- Term 1: ST116 Mathematical TechniquesLink opens in a new window.
- Term 2: ST115 Introduction to ProbabilityLink opens in a new window.
- Summer: ST115 Introduction to ProbabilityLink opens in a new window & ST218 Mathematical Statistics Part ALink opens in a new window.
Awards
- 1st Department of Statistics Tutorial Leader Prize for Term 1 of the Academic Year 2022/23.
Contact details
Office: MB4.14, Mathematical Sciences Building
Email: n dot constantinou at warwick dot ac dot uk