Mihail Zervos

Mihail Zervos
Nationality	Greek
Fields	Mathematical Finance, Optimal Stopping
Institutions	London School of Economics, UK
Alma mater	Imperial College London, UK National Technical University of Athens, Greece
Academic advisors	Mark Davis

Professor Mihail Zervos is a Greek financial mathematician. He is currently Professor of Financial Mathematics at the London School of Economics.

Curriculum

Zervos received his MSc and PhD degrees from Imperial College London in 1995. After completing his PhD, he was a lecturer at the Department of Statistics, University of Newcastle, where he stayed until 2000. He then joined King's College, London, initially as a lecturer and then as a reader in the Department of Mathematics. In 2006 he was appointed to the Chair in Financial Mathematics at the London School of Economics where he was tasked with founding a new Research Group in Financial Mathematics within the Departement of Mathematics.

References

• D. Brody, J. Syroka and M. Zervos: "Dynamical pricing of weather derivatives". Quantitative Finance 2 (2002), 189–198.

• K. Duckworth, M. Zervos: "A model for investment decisions with switching costs", Annals of Applied Probability, vol.11, 1, 2001, pp. 239–260

• Davis, M. H. A. and Zervos, M. (1994) "A problem of singular stochastic control with discretionary stopping". Annals of Applied Probability 4, 226–240.

External links

• Professor Zervos
• Prof Mihail Zervos on ATACD
• Appointment of New Chair in Financial Maths (September 2006)

Persondata
Name	Zervos, Mihail
Alternative names
Short description	Greek financial mathematician
Date of birth
Place of birth
Date of death
Place of death