My research interests include:

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

- 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.

- 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.

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

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

University of Zurich

Institute of Mathematics

Winterthurerstrasse 190

CH-8057 Zürich

Switzerland

Email:

Phone: +41 44 635 58 57

Fax: +41 44 635 57 06

Campus Zürich-Irchel

Office: Y27K10