My Expertise
mathematical finance, probability, stochastic integration
Fields of Research (FoR)
Stochastic Analysis and Modelling, Probability Theory, Financial MathematicsBiography
Dr Donna Salopek is a senior lecturer within the Department of Statistics, School of Mathematics and Statistics.
ADMINISTRATIVE DUTIES:
Postgraduate Coursework Coordinator, School of Mathematics and Statistics
RESEARCH INTERESTS: Stochastic Analysis and its application to financial modelling
CURRENT TEACHING DUTIES:
MATH 5816 Continuous Time Financial Modelling
MATH 5985 Term Structure Modelling
GRANTS:
Faculty Research Grant (2011):...view more
Dr Donna Salopek is a senior lecturer within the Department of Statistics, School of Mathematics and Statistics.
ADMINISTRATIVE DUTIES:
Postgraduate Coursework Coordinator, School of Mathematics and Statistics
RESEARCH INTERESTS: Stochastic Analysis and its application to financial modelling
CURRENT TEACHING DUTIES:
MATH 5816 Continuous Time Financial Modelling
MATH 5985 Term Structure Modelling
GRANTS:
Faculty Research Grant (2011): Stochastic integration of cylindrical ractional Brownian motion in UMD spaces ($7,420).