Number one in the UK and eighth in the world in the Times Higher Education rankings of universities under 50 years old

Supporter of LMS Good Practice Award

Professor Tomasz Zastawniak

Research group:
Mathematical Finance | Stochastic Analysis
MSc Maths, MSc Phys, PhD (Krakow)
Professor

Research Interests

mathematical finance, stochastic analysis, mathematical physics

Recent Publications

2012

Capinski MJ, Zastawniak T.  2012.  Numerical Methods in Finance with C++. Mastering Mathematical Finance.
Roux A, Zastawniak T, Zhang N.  2012.  Parallel Binomial American Option Pricing under Proportional Transaction Costs. Applied Mathematics. 3(11)

2011

Roux A, Zastawniak T.  2011.  American and Bermudan options in currency markets under proportional transaction costs. Finance and Stochastics. Abstract
Roux A, Tien C-Y, Zastawniak T.  2011.  Derivative Securities in Markets with Bid-Ask Spreads. Global and Stochastic Analysis. 1(2):35. Abstract
Capinski M, Zastawniak T.  2011.  Mathematics for Finance. An Introduction to Financial Engineering, 2nd edition.

Full publication list

Teaching

Year: 2013/14
Title Course category Term
C++ Programming with Applications in Finance Masters
Autumn
Spring
Mathematical Finance II 3rd year Spring
Year: 2012/13
Title Course category Term
C++ Programming with Applications in Finance Masters
Autumn
Spring
Mathematical Finance II 3rd year Spring
Mathematical Finance Dissertation Masters Summer

See all years

Edited 16 Aug 2012 - 23:38 by tz506

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Contact Details

Professor Tomasz Zastawniak
Department of Mathematics
University of York
York, YO10 5DD

tz506@york.ac.uk

Tel:+44 1904 32 4138
Fax: +44 1904 32 3071
Office:G/144

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