The University of Southampton
Mathematical Sciences
Phone:
(023) 8059 3644
Email:
R.Okhrati@soton.ac.uk

Dr Ramin Okhrati 

Lecturer in Financial Mathematics

Dr Ramin Okhrati's photo
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Dr Ramin Okhrati is a Lecturer in Financial Mathematics within Mathematical Sciences at the University of Southampton.

Background

Education

2006 – 2011 PhD in Mathematics, Concentrated in Financial Mathematics , Concordia University, Canada
2003 – 2005 MSc in Mathematics, Sharif University of Technology, Tehran, Iran
1999 – 2003 BSc in Mathematics, Sharif University of Technology, Tehran, Iran

Career History

2013 – present, University of Southampton, Lecturer (Assistant Professor) in Financial Mathematics (Mathematical Sciences)

2011 – 2012, Vienna University of Technology, Vienna, Austria, Postdoctoral Researcher

Research

Publications

Teaching

Contact

Research interests

I have a range of interests in Stochastic Analysis and Mathematical Finance. In particular, I am interested in applying stochastic processes and risk measures in credit risk modelling.

Research group

Statistics

Articles

Conferences

Working Paper

MATH3022 Mathematical Finance (runs with MATH6127)

MATH6132 MSc Actuarial Project

Dr Ramin Okhrati
Building 54 Mathematical Sciences University of Southampton Highfield Southampton SO17 1BJ

Room Number:54/9001

Telephone:(023) 8059 3644
Email:R.Okhrati@soton.ac.uk

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