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Dr. Alexey Rubtsov

Dr. Alexey Rubtsov
Associate Professor, Undergraduate Program Director (Financial Mathematics)

Research Interests

Behavioral Finance

Climate Change Risk

Derivatives Pricing

Dynamic Asset Allocation (Portfolio Choice)

Machine Learning

Risk Management

Course Code Course Name
MTH 700   Financial Mathematics I
MTH 600   Computational Methods in Mathematics
MTH 655  
Machine Learning in Business
  • NSERC Discovery Grant "Financial Mathematics Approach to Climate Change Risk" ($115,000)
  • NSERC Engage Grant "Hedge Fund Volatility Modelling" ($25,000)
  • Principal Strategic Advisor (Department of Finance, Government of Canada)
  • 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)