Research & Publications
Regarding the first objective of the laboratory, "To cover the teaching and research needs at undergraduate and postgraduate levels in subjects falling within the laboratory's areas of activity," the following material is provided:
Two recent publications of practical interest, as well as a Research Project:
- Halidias, Nikolaos. "Option pricing: Examples and open problems" *Monte Carlo Methods and Applications*, vol. 30, no. 1, 2024, pp. 1-17.
- Halidias, Nikolaos. "A novel portfolio optimization method and its application to the hedging problem" *Monte Carlo Methods and Applications*, vol. 30, no. 3, 2024, pp. 249-267.
- Halidias, Nikolaos, "Modern Portfolio Theory", ResearchGate, 2024.
Notes for related courses:
- Financial Mathematics (Eudoxus Book Code: 139907695) and Exercises and Questions
- Stochastic Processes (MSc)
Book forthcoming:
- Halidias, Nikolaos and Stamatiou, Ioannis S.. *Stochastic Analysis: Financial Mathematics with Matlab®*, De Gruyter, 2026.
For details regarding publications and current research programs, please contact our team.