Luis Alvarez Esteban profile picture
Luis
Alvarez Esteban
Professor, Quantitative Methods in Management
PhD (Economics) 1994, PhD (Applied Mathematics) 1997

Contact

+358 29 450 2119
+358 40 074 7961
Rehtorinpellonkatu 3
20500
Turku

Areas of expertise

Stochastic control theory
optimal stopping
impulse control
singular control
diffusion processes
real options
mathematical finance

Biography

I have been a Professor of Quantitative Methods in Management (focusing mainly on mathematical finance and mathematical economics) at the Turku School of Economics (University of Turku) since 2001. My educational and professional background is as follows: I originally studied economics and applied mathematics at  University of Turku (UTU) for 1987-1988. For 1989-1994 I worked at the Department of Economics and obtained my first PhD in Economics in 1994. After that I moved to the Department of Mathematics and worked there for 1995-2000. During that period I completed my second PhD in Applied Mathematics in 1997.

Teaching

Mathematical finance, Interest rate derivatives and valuation, Quantitative methods in finance

Research

Stochastic control theory and its applications, optimal stopping and its applications, diffusion processes, real options, stopping games, optimal rotation problems, Faustmann's formula

Publications

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