Professor Tomasz Zastawniak

Research group:

Stochastic Analysis | Mathematical Finance

MSc Maths, MSc Phys, PhD (Krakow)

Professor

Research Interests

mathematical finance, stochastic analysis, mathematical physics

Recent Publications

Submitted

Roux, A, Zastawniak T. Submitted. American and Bermudan options in currency markets under proportional transaction costs. Finance and Stochastics. Abstract

Roux, A, Zastawniak T, Zhang N. Submitted. Parallel American Option Pricing under Proportional Transaction Costs on Binomial Trees. International Journal of Parallel Programming.

2012

Capinski, MJ, Zastawniak T. 2012. Numerical Methods in Finance with C++. Mastering Mathematical Finance.

2011

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: 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

Year: 2011/12
Title	Course category	Term
Mathematical Finance Dissertation	Masters	Summer

Edited 6 Sep 2010 - 17:43 by admin

Back to the Top

zastawniak-tomasz-3

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

Private homepage