The mathematics of money is a comparatively recent area of research. The application of the Black-Scholes equation and related discussions are ongoing subjects of interest. Research topics at WSU include finding optimal portfolio with a manageable risk, and designing new financial products and setting attractive prices for these productions.
Copula Theory for Multivariate Extremes, Risk and Choquet Capacities, Free Probability under Group-Invariance
Statistics and Probability
Probability and Stochastic Processes
Tail dependence functions and vine copulas
Orthant tail dependence of multivariate extreme value distributions
Partial Differential Equations and Applications; Mathematical Modeling and Analysis in Life Sciences; Financial Engineering and Portfolio Management.
Optimization and Data Analytics
Analysis and PDEs
Infectious disease modeling and analysis