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Arne Lokka is an Associate Professor at the London School of Economics, specializing in financial mathematics. With a PhD from the University of Oslo, he has spent significant time in the financial mathematics group at King’s College London before joining LSE in 2008. His research interests include pricing and hedging of derivatives, optimal execution in financial markets, and the equilibrium modeling of financial systems. He has worked extensively on problems such as optimal real investments under uncertainty, change point detection in financial mathematics, and stochastic control. Lokka's expertise extends to market microstructure and the optimal execution of stock positions, aiming to understand and enhance trading strategies in complex market environments.
London School of Economics • London
Teaching and research in financial mathematics and related areas.
Department of Economics