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Ashkan Nikeghbali

Prof. Dr. Ashkan Nikeghbali

University of Zurich
Institute of Mathematics
Winterthurerstrasse 190
CH-8057 Zürich

Phone: +41-(0)44-63 55857
Fax: +41-(0)44-63 55706
Campus Zürich-Irchel
Office: Y27K10


Secretary: Myriam Frank
Phone: +41-(0)44-63 55832
Fax: +41-(0)44-63 55706
Office: Y27K14

Prof. Dr. Ashkan Nikeghbali

Chair in Financial Mathematics


My research interests include:

Mathematical Finance

  • Loss portfolios, modeling dependence;
  • Applications of the theory of enlargements of filtrations and random times to mathematical finance.

Random matrix theory

  • Study of the classical groups, eigenvalues asymptotics, distribution of the characteristic polynomial and ratios;
  • Orthogonal polynomials on the unit circle;
  • Random operators associated to random matrices.

Mod-phi convergence and limit theorems for dependent random variables

  • Weak convergence, distributional approximations,  rate of convergence;
  • Normality zones;
  • Precise moderate and large deviations;
  • Applications to combinatorics, random graphs, random permutations, statistical mechanics, sums of weakly dependent random variables, random matrix theory, mathematical finance.

Analytic number theory

  • Distribution of values of L-functions, density problems, limit theorems for L-functions, random matrix models and prediction in number theory;
  • Random multiplicative functions.