![Ludovic Tangpi](/sites/g/files/toruqf1286/files/styles/3x4_750w_1000h/public/2022-07/picture-5412-1551326737.jpg?itok=RlvJLKPU)
Ludovic Tangpi
Position
Associate Professor
Role
Director of Graduate Studies
Website
Office Phone
Email
Office
203 - Sherrerd Hall
Bio/Description
Research Interests: Financial mathematics (risk management, model uncertainty, optimal investment); Stochastic analysis (stochastic control, SDEs, BSDEs, FBSDEs, probabilistic representations of parabolic/elliptic PDEs); Probability theory (optimal transportation, functional inequalities)
Sitewide Category
Financial Mathematics
Probability