Our research focuses on the application of mathematical methodology and modeling to investigate problems originating in the fields of Finance and Economics. These include the pricing of financial derivatives, optimal investment, capital structure and dividend policies of corporations, extraction and management of natural resources such as fisheries and forestry as well as fund management (pension funds and hedge funds). A key element in these investigations are the presence of risk and uncertainty as well as opportunities to mitigate their impact, i.e. risk management.
