Umut Çetin Professor of Statistics

Office: Room 608, Columbia House Mail: Department of Statistics London School of Economics Houghton Street London, WC2A 2AE United Kingdom Email: u.cetin at lse.ac.uk

Courses taught

• ST409 Stochastic Processes
• ST433 Computational Methods in Finance and Insurance
  
• OR201.2 Remedial Lectures in Probability
• ST302 Stochastic Processes
• ST306 Actuarial Mathematics: General
• ST441 Introduction to Markov Processes and Their Applications
• S452/552 Probability and Mathematical Statistics I
  

Research Interests

• Stochastic analysis, theory of martingales and Markov processes
• Stochastic filtering theory
• Applications to mathematical finance and financial economics
  
• Market microstructure
  
• Mathematics of climate change
  

Recent Publications

CV

Editorial services

• Co-Editor for Market Microstructure and Liquidity
• Associate Editor for Stochastics
• Associate Editor for Frontiers of Mathematical Finance
• Associate Editor for SIAM Journal on Financial Mathematics
  

Links

• ResearchGate
• Google Scholar 
• MSc Quantitative Methods for Risk Management

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