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Dr. Alexey Rubtsov

Dr. Alexey Rubtsov
Assistant Professor

Research

Machine Learning

Climate Change Risk

Risk Management

Behavioral Finance

Dynamic Asset Allocation (Portfolio Choice)

Derivatives Pricing

Course Code Course Name
MTH 700   Financial Mathematics I
MTH 600   Computational Methods in Mathematics
MTH 655   Financial Innovations  
  • NSERC Discovery Grant "Financial Mathematics Approach to Climate Change Risk" ($115,000)
  • NSERC Engage Grant "Hedge Fund Volatility Modelling" ($25,000)
  • Senior Research Associate (Global Risk Institute in Financial Services)
Year Degree University
2012 PhD North Carolina State University (Operations Research)
2008 MSc North Carolina State University (Financial Mathematics)