Alexander Novikov

This article is about the mathematician Alexander Novikov. For other people, see Alexander Novikow .

Alexander Novikov (German transcription Alexander Alexandrowitsch Novikow, Russian Александр Александрович Новиков ) is Professor of Mathematics at the University of Technology, Sydney (UTS). He deals with stochastics and financial mathematics.

Novikov received his doctorate in 1972 at the Steklow Institute in Moscow, where he had been since 1970, and habilitated under Albert Schirjajew in 1982 (Russian doctorate). He was Senior Lecturer at the Steklow Institute and Senior Lecturer at the University of Newcastle in Australia from 1996 to 1999, before becoming Professor at UTS in 1999.

He deals with financial mathematics, especially option prices, modeling of credit risks, with stochastic analysis and random processes.

Web links

• mathnet.ru

Individual evidence

1. ↑ Information for: Alexander Novikov . UTS . Retrieved March 3, 2010.
2. ↑ Alexander Novikov in the Mathematics Genealogy Project (English)