Consulting in Analytical Finance

The AF Group (part of Stochastic Processes, Statistics and Financial Engineering group) provides consulting in the financial mathematics, financial engineering, financial and risk management software and related research areas such as actuarial mathematics, optimisation, applied statistics and stochastic processes, computational game theory, simulation, scientific computing and informatics.

Researchers, postgraduate students, practitioners in industry, businessmen as well as representatives of public authorities are welcome to contact us!

The AF Group co-operate also with Front Capital Systems AB and support contacts with Algorithmics, Inc. (Toronto), IF Metall Finans AB (Stockholm), SE Bank (Stockholm), Finansinspektionen (Stockholm), Institute of Actuaries (London). The AF Group intends to extend the industrial co-operation and search for new partners. Representatives of banks, insurance companies, investments funds as well as new innovation firms and groups are welcome to contact the AF Group!

The consulting activities of the AF Group are based on long-term research and consulting experience of Professors Dmitrii Silvestrov, Associate Professor Anatoliy Malyarenko and other members of the group. The AF Group actively co-operate with researchers from Umeå University, Linköping University, University of Turku, University of Leuven, London School of Economics, Stanford University, St. Petersburg University, Kiev University and Ukrainian Academy of Sciences. We are open for new international contacts.


Contact Persons

Professor Dmitrii Silvestrov

Research areas: Mathematical statistics (applied stochastic processes; queuing and reliability, financial and actuarial mathematics; mathematical modelling of stochastic systems); software (statistics, finance and risk management)

Dr. Richard Bonner

Research areas: Informatics (mathematical and computational models in economics and socio-economics; quantum information processing); applied mathematics (partial differential equations).

Dr. Henrik Jönsson

Research areas: Financial mathematics (American options), Optimal stopping, Markoc processes, Monte Carlo simulation, weak Convergence, Applied mathematics.

Dr. Anatoliy Malyarenko

Research areas: Stochastic processes; actuarial and financial mathematics; mathematical modeling of stochastic systems and statistical software.