Alexander Melnikov, University of Alberta

Research

Filtering Mathematical Finance Optional Processes Statistics Stochastic Analysis

Latest funding

Modern Stochastics: Optional Processes and their Applications
NSERC · 2019 · Principal investigator
$120,000
Advanced stochastic methods in mathematical finance and related fields
NSERC · 2014 · Principal investigator
$90,000
New developments in stochastic analysis with applications to option pricing and risk management
NSERC · 2009 · Principal investigator
$95,000

All 5 grants and awards

Modern Stochastics: Optional Processes and their Applications

Principal investigatorNSERC2019Discovery Grants Program - Individual

Principal investigators: Melnikov, Alexander

Keywords: Filtering; Mathematical Finance; Optional Processes; Statistics; Stochastic Analysis

$120,000

Advanced stochastic methods in mathematical finance and related fields

Principal investigatorNSERC2014Discovery Grants Program - Individual

Principal investigators: Melnikov, Alexander

$90,000

New developments in stochastic analysis with applications to option pricing and risk management

Principal investigatorNSERC2009Discovery Grants Program - Individual

Principal investigators: Melnikov, Alexander

$95,000

Pricing of contingent claims in financial markets with constraints

Principal investigatorNSERC2004Discovery Grants Program - Individual

Principal investigators: Melnikov, Alexander

$115,000

Stochastic and statistical analysis in financial mathematics

Principal investigatorNSERC2003Discovery Grants Program - Individual

Principal investigators: Melnikov, Alexander

$18,000

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

Write to this professor

A short, specific email works best. This draft uses one of their recent papers; replace the parts in brackets with your own details before sending.

Applying for

Mention their NSERC grant from 2019

Subject: Prospective PhD student: Filtering Dear Professor Melnikov, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research on filtering connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] I also saw your NSERC-funded project "Modern Stochastics: Optional Processes and their Applications" (2019), and I would be glad to contribute to work in that direction. Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]