Faculty profile
Alexandru Badescu
Back to facultyThis profile is built from public research funding records (CIHR, NSERC and SSHRC). We have not imported them from a University of Calgary directory, so their publications, courses and email address may be missing. Find their university profile.
Research
Latest funding
- $34,000
Risk management and derivatives valuation with discrete-time models and their continuous-time limits
NSERC · 2024 · Principal investigator
- $120,000
Topics on discrete-time stochastic volatility models with applications in finance and insurance
NSERC · 2018 · Principal investigator
- $55,000
Hedging derivatives: from finance to actuarial science
NSERC · 2013 · Principal investigator
Risk management and derivatives valuation with discrete-time models and their continuous-time limits
Principal investigators: Badescu, Alexandru
Keywords: quantitative finance; financial econometrics; garch models; derivatives valuation; risk management; multi-factor stochastic volatility models; fractionally integrated time series; long memory, antipersistency and rough volatility; actuarial science; machine learning
Topics on discrete-time stochastic volatility models with applications in finance and insurance
Principal investigators: Badescu, Alexandru
Hedging derivatives: from finance to actuarial science
Principal investigators: Badescu, Alexandru
Pricing and hedging financial derivatives in incomplete markets
Principal investigators: Badescu, Alexandru
From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.
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.