Dmitri Kramkov

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Dmitri Kramkov

Dmitri Olegowitsch Kramkow , Russian Дмитрий Олегович Крамков , English transcription Dmitry Kramkov , is a Russian mathematician .

Kramkow studied at the Moscow Institute for Physics and Technology and received his doctorate in 1992 at the Steklow Institute in Moscow with Albert Nikolajewitsch Schirjajew . He then worked in the financial industry, first in Moscow at Aljba Center and then in London at Tokyo-Mitsubishi International plc (as Head of Research and Product Development). In addition, he teaches financial mathematics at Carnegie-Mellon University as a professor and also teaches at times in Oxford.

In 1996 he received the EMS Prize for fundamental work on statistics (e.g. filtered statistical experiments), probability theory and financial mathematics. Among other things, he gave new price formulas for exotic options based on geometric Brownian movements.

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