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Lajos Gergely Gyurko is a Visiting Professor and Research Fellow at the Mathematical Institute of the University of Oxford. He teaches in the Mathematical Computational Finance Group and is involved in the Master of Science in Mathematical Computational Finance. Dr. Gyurko has obtained a Doctor of Philosophy in Mathematics from the University of Oxford. His research specializes in the applications of Rough Paths Theory and high-order approximation solutions to stochastic differential equations. He has worked on extensions to the Cubature Wiener space framework and applications of Multi-Level Monte Carlo methods for the numerical solution of optimal stopping problems in high dimensions. Additionally, he has contributed to software implementations of these numerical methods, reflecting his expertise in quantitative finance and mathematical modeling.
Department of Politics and International Relations - Higher Level English requirement.