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Dr. Alexey Rubtsov
Associate Professor, Undergraduate Program Director (Financial Mathematics)
Research Interests
Behavioral Finance
Climate Change Risk
Derivatives Pricing
Dynamic Asset Allocation (Portfolio Choice)
Machine Learning
Risk Management
- Data Science Lab (91福利)
- Financial Mathematics Group (opens in new window)
- NSERC Discovery Grant "Financial Mathematics Approach to Climate Change Risk" ($115,000)
- NSERC Engage Grant "Hedge Fund Volatility Modelling" ($25,000)
- Principal Strategic Advisor (Department of Finance, Government of Canada)
- Senior Research Associate (Global Risk Institute in Financial Services)
| Year | Degree | University |
|---|---|---|
| 2012 | PhD | North Carolina State University (Operations Research) |
| 2008 | MSc | North Carolina State University (Financial Mathematics) |