Overview

Nikolaos Englezos is an Assistant Professor in Mathematical Finance. He studied Mathematics at the University of Athens, while he holds an M.Sc. and an M.Phil. in Mathematics as well as a Ph.D. in Mathematical Finance from Graduate School of Arts and Sciences of Columbia University. He is the current academic coordinator of the Erasmus+ program, while he has been the academic director of Department of Economics and Econometrics in the International Research Centre ICRE8. He has also been a research fellow of the State Scholarships Foundation of Greece, as well as of the research programs IKYDA and THALES.

Research

His research interests focus on Mathematical Economics and Finance. In particular, research topics lie in Financial Optimization within Stochastic Control Theory, Equilibrium Analysis, and Stochastic Differential Game Theory, by means of proper Forward and/or Backward Stochastic Differential Equations that model the market and can be simulated.

Courses

• Mathematics Ι (B.Sc.)
• Financial Derivatives (B.Sc.)
• Computational Finance (B.Sc.)
• Financial Derivatives (M.Sc.)
• Portfolio Theory (M.Sc.)
• Financial Derivatives and Applications (M.Sc.)
• Portfolio Analysis and Management (M.Sc.)
• Special Topics of Quantitative Methods in Finance (M.Sc.)
• Advanced Topics of Quantitative Finance (Ph.D.)

Selected Publications

• I. Kartala, N. Englezos, and A. N. Yannacopoulos. Future Expectations Modeling, Random Coefficient Forward-Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions. Mathematics of Operations Research, 45(2), 403-433, 2020.
• Koundouri, C. Roseta-Palma, and N. Englezos. Out of Sight, Not Out of Mind: Developments in Economic Models of Groundwater Management. International Review of Environmental and Resource Economics, 11(1), 55-96, 2017.
• Englezos, N. E. Frangos, X. I. Kartala, and A. N. Yannacopoulos. Stochastic Burgers Equation and a Generalization of the Cole-Hopf Transformation. Stochastic Processes and their Applications, 123(8), 3239-3272, 2013.
• Englezos and I. Karatzas. Utility Maximization with Habit Formation: Dynamic Programming and Stochastic PDE’s. SIAM Journal on Control and Optimization, 48, 481- 520, 2009.