# 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.

**Other professional activity:**

Since 2016 I have been a member of the Scientific Advisory Board of swissQuant and a member of the Advisory Board of EVMTech.