University of the Aegean · Samos

Nikos Halidias

Institution University of the Aegean

Location Karlovasi 83 200, Samos, Greece

Phone +30 2273 0 82321

E-mail nick@aegean.gr

Curriculum Vitae

Recent Publications

Halidias, N. (2026). The Physical Mean as a Practitioner Benchmark for Option Pricing through Feasible Hedging. The Journal of Derivatives. Advance online publication, 30 October 2026.
Halidias, N. (2026). Calibrated predictive regions for static hedging of piecewise-affine claims with option portfolios. Review of Derivatives Research, 29, Article 28. DOI: 10.1007/s11147-026-09248-5.
Halidias, N. (2026). Deterministic Arbitrage, Bid–Ask Option Bounds, Localized Arbitrage Portfolios, and Arbitrage-Consistent Projection. International Journal of Theoretical and Applied Finance, Article 2650027. DOI: 10.1142/S0219024926500275.
Halidias, N. (2025). An overview of financial mathematics with Python codes. Monte Carlo Methods and Applications, 31(4), 279–309. DOI: 10.1515/mcma-2025-2020.

Financial Engineering with Python
A selected textbook on financial engineering, computational methods, and Python-based applications.

World Scientific
Calculus of One Variable with Python and AI
A rigorous introduction to single-variable calculus, with proofs, Python examples, and AI-assisted computation.

De Gruyter Brill
Advanced Calculus of One Variable
Series, transforms, and differential equations with Python and AI. A graduate-level continuation of single-variable calculus.

De Gruyter Brill
Stochastic Analysis
A reference book on stochastic analysis and related mathematical methods.

De Gruyter Brill
Linear Algebra
A selected textbook on linear algebra and its applications.

World Scientific

Academic activity

International Editorial Board Member International Journal of Engineering, Science and Environment IJESE

Creative writing

Mystery, science fiction and Greek western novels and novellas.